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in the last decade to the analysis of volatility and risk management in cryptocurrency investment. Our samples include … cryptocurrencies’ volatility and also according to their main findings pertaining to volatility and risk management in those assets and … consider the support vector machines (SVM). We also argue that the predictability of volatility, risk reduction, and level of …
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volatility, investors seek a safe haven. Ripple, on the other hand, shows low risk compared to Bitcoin. The results further … correlated to other cryptocurrencies. The implications of this research showing the volatility of gold- and fiat …
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Introduction -- Volatility and its estimation -- Overview of volatility derivatives -- Options delta hedging with no … options at all -- Volatility derivatives in portfolio optimization -- Benefits of using volatility futures in investment … strategies -- Predictive properties of the volatility term structure -- Conclusions -- List of gures -- List of tables …
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estimation and forecast of financial volatility. The research, chapter by chapter is summarized below. Chapter 1 provides … empirical evidence on univariate realized volatility forecasting in relation to asymmetries present in the dynamics of both … return and volatility processes. It examines leverage and volatility feedback effects among continuous and jump components of …
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