greater impact on the conditional volatility than the arrival of good news does. We also found that there exists a positive … tradeoff between the stock market returns and conditional volatility in the Vietnamese stock market. …

We propose a nonparametric likelihood inference method for the integrated volatility under high frequency financial … likelihood statistic under the constant and general non-constant volatility cases. In contrast to the existing literature, the …

volatility in Ireland. EGARCH models are used to uncover volatility changes in the periods before and after the introduction of … the new trading product in Ireland. We find that CFDs appear to have lowered asset-specific volatility across the majority … of equities traded on the Irish Stock Exchange. These findings do not correspond to the expected volatility increase …

institutions determining tax wedges have an impact on the volatility of the real economy induced by a financial shock. By contrast …

has been the cause of the increased volatility. Policy research has concentrated on the legislative intent of the law and … the following research question: why has agricultural commodity futures price volatility changed over time? Applying quasi … variability (volatility) as a measurement of commodity market behavior. The findings indicate that commodity futures market …

Observed increased volatility of world commodity prices causes an increase of risk exposure. Thus market participants … volatility in selected EU member states. Results of the analysis indicate a dispersion of volatility among the analyzed countries … indicates a high possibility of outliers’ existence. Volatility of wheat prices is conditional which implies a need of using …