industries do not have substantially greater demand volatility than retail industries. Based on theoretical explanations for … the industry amplifies volatility--highly seasonal industries tend to smooth demand volatility whereas nonseasonal …

itself as an inverse relationship between first order autocorrelations and volatility. While this relationship is …

The purpose of this paper is to examine the conditional volatility and correlation predictability of four emerging … volatility and correlation models. One dominant model, the shrinkage model, outperforms the market across the countries, cost …

instabilidade na renda dos produtores no Brasil, Índia, Colômbia, México e Etiópia. Esta instabilidade, decorrente da persistência e … encontrados para as séries da Colômbia e do México, onde a somatória dos coeficientes foi maior que 1, indicando que a ….---------------------------------------------The analysis of volatility in the prices received by producers of coffee in the international market has demonstrated the …

exchange rate volatility on total exports for a panel of 42 developing countries from 1975 to 2004. The results show that both … real exchange rate misalignment and real exchange rate volatility affect negatively exports. The results also illustrate … that real exchange rate volatility is more harmful to exports than misalignment. These outcomes are corroborated by …

FTTs on volatility in financial markets. We also review the literature on how a Tobin Tax might be implemented, the amount … revenue without causing major distortions. However, it would be unlikely to reduce market volatility and could even increase …

foreign direct investment (FDI). Two competing specifications of exchange rate volatility are examined. The investigation is … specification defined as the unexplained part of real exchange rate volatility. Now, results show a clear distinction between non …

This paper develops a fully nonparametric method for estimating value-at-risk based on the adaptive volatility …

. An example on a realized volatility series is presented to show the forecasting abilities of a fuzzy rule-based model. …