integrated volatility and covariance with micro-market noise, stress testing correlation matrices for risk management, whether … and volatility series, the economics of data using simple model free volatility in a high frequency world, arbitrage …-free implied vola-tility surfaces for options on single stock futures, the non-uniform pricing effect of employee stock options …

price while the volatility of global fertilizer prices and crude oil price from March to December 2008 are higher than in …The main purpose of this paper is to evaluate the effect of crude oil price on global fertilizer prices in both the … mean and volatility. The endogenous structural breakpoint unit root test, ARDL model, and alternative volatility models …