Results 311 to 320 of about 816,870 (348)

Volatile Voters and a Volatile Party System: The Results

2019
The outcome of the Italian General Election of 2018 was largely unexpected. None of the competitors secured majorities of seats in both chambers, but, most importantly, populist parties such as the Five-star Movement and the League increased their shares of the vote to a much greater extent than predicted by most polls, while the mainstream parties ...
Alessandro Chiaramonte, Aldo Paparo
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A Stochastic Volatility Model, Volatility Smile and Forecasting Volatility

SSRN Electronic Journal, 2004
In this paper we propose a stochastic valuation model based on the Fourier transform for option price. This model can be used for the valuation of European options, characterized by two state variables: the price of the underlying asset and its volatility.
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Growth and Volatility

SSRN Electronic Journal, 2006
Growth and volatility correlate negatively across countries, but positively across sectors. Analytically, whether or not sectoral growth and volatility are correlated positively is irrelevant in the aggregate. Cross-country estimates identify the detrimental effects of macroeconomic volatility on growth, but they cannot be used to dismiss theories ...
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Volatility connectedness in the cryptocurrency market: Is Bitcoin a dominant cryptocurrency?

International Review of Financial Analysis, 2018
Using the spillover index approach and its variants, we examine both static and dynamic volatility connectedness among eight typical cryptocurrencies. The results reveal that their connectedness fluctuates cyclically and has shown an obvious rise trend ...
Shuyue Yi, Zishu Xu, Gangjin Wang
semanticscholar   +1 more source

Volatility Processes and Volatility Forecast with Long Memory

SSRN Electronic Journal, 2002
We introduce a new family of processes that include the long memory (power law) in the volatility correlation. This is achieved by measuring the historical volatility on a set of increasing time horizons and by computing the resulting effective volatility by a sum with power law weights. In the limit where only one component is included, the models are
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The signal of volatility [PDF]

, 2012
The present study addresses the economic interpretation of stock market volatility. We argue that its character is inherently ambivalent, being considered as an indicator of either information flow or uncertainty.We discriminate between these views by measuring the fraction of price changes that feeds into other markets depending on the prevailing ...
Till Strohsal, Enzo Weber
openaire   +1 more source

A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options

, 1993
Steven Heston
semanticscholar   +1 more source

ANSWERING THE SKEPTICS: YES, STANDARD VOLATILITY MODELS DO PROVIDE ACCURATE FORECASTS*

, 1998
Torben G. Andersen, Tim Bollerslev
semanticscholar   +1 more source

A Simple Approximate Long-Memory Model of Realized Volatility

, 2008
F. Corsi
semanticscholar   +1 more source

Oil price volatility forecasting: Threshold effect from stock market volatility

Technological Forecasting and Social Change, 2022
Gaoxiu Qiao, Feipeng Zhang
exaly