allocation and risk management require estimates of the volatility of these factors. While realized volatility has become a …

turnover contributes to future realized volatility and market volume of these three markets. Our results support the evidence …

shows that, when a relationship exists, it is generally negatively correlated with the realized volatility of non …-energy commodities. Using realized volatility in the difference-in-difference model provides estimates that are inconsistent with other … products has put download pressure on realized volatility. …

futures markets when using high-frequency data. By regressing various realized volatility measures (with/without jumps) on …