individual effects on economic growth and volatility using the power-ARCH framework with annual data since the 1890s. The results …

reduce exchange rate volatility and to smooth interest rates. Steep depreciations combined with volatility did not help …

combining data from multiple surveys, we create an integrated measure of volatility in available household resources, accounting …

the stock market volatility is compared in both the Anglophone world and the Sinophone world. I find that the stock market … volatility and the number of publicly available global news stories are strongly linked to each other in both languages …. Contemporaneous correlations between news and volatility are positive and highly significant, and regressions tell us that the …

other market players aspire to know whether there is volatility in the market and to determine the structure of such … fluctuations in case they exist. In addition to this, the accurate volatility estimation models are required to be able to conduct … in volatility estimation has been developing quickly. Ultimately, whichever is used, the fundamental purpose of …

the level of market volatility. Particularly important are the growing share of the links between hedge funds and other … was calculated the impact of the hedge fund market development (measured in assets, leverage, the price volatility in … results show a significant correlation between the volatility in the stock market, bonds and CDS, and the activities of hedge …

The adjusted measure of realized volatility suggested in [20] is applied to high- frequency orderbook and transaction … data of DAX and BUND futures from EU- REX in order to identify the drivers of intraday volatility. Four components are … realized volatility can be predicted by a simple linear model based on the components identified. It is shown how the …

prices. We empirically assess efficiency gains in volatility estimation when using range-based estimators as opposed to … simple daily ranges and explore the use of these more efficient volatility measures as predictors of daily ranges. The array … forecasts are produced by a realized range based HAR model with a GARCH volatility-of-volatility component. …