be used to construct and assess predictions about future prices, their volatility, and their probability distributions … volatility models, high-frequency datasets, and the information that option prices imply about volatility and distributions …. Asset Price Dynamics, Volatility, and Prediction is ideal for students of economics, finance, and mathematics who are …

the 1860s to today's fraught and fractious Middle East, Crude Volatility explains how past periods of stability and … volatility in oil prices help us understand the new boom-bust era. Oil's notorious volatility has always been considered a … harmful price volatility prompted industry leaders and officials to undertake extraordinary efforts to stabilize oil prices by …

which were caught in the subprime mortgage and capital markets crisis of 2007. While extreme volatility is nothing new in …, corporate executives, risk managers, regulators, policymakers, journalists, and anyone who faces a world of extreme volatility. …

Information flows across international financial markets typically occur within hours, making volatility spillover … appear contemporaneous in daily data. Such simultaneous transmission of variances is featured by the stochastic volatility … solved by considering heteroscedasticity of the structural volatility innovations, and estimation takes place in an …

This paper presents insights on U.S. business cycle volatility since 1867 de- rived from diffusion indices. We employ a … volatility across World War I, which is reversed after World War II. While we can generate evidence of postwar moderation …