volatility on foreign exchange markets. Starting point is the market participant's microeconomic investment decision, which is … trading volume and volatility on foreign exchange markets. We apply various two-country-models with representative market …

into volatility persistence in stock returns. In part two, I show that the introduction of continuous trading on the WSE is … volatility on days after limit hits and positive autocorrelation in stock returns. I do not find significant advantages of this …

negative for the first time in history. Other crude prices also posted very low values and their volatility soared, far more …

areinfluenced by similar factors. In order to justify the applicability of a number of volatility modelling techniques, we also … volatility clustering, non-linearity, non-normality and asymmetry. Our results suggest that exchange rate behaviour in these … the volatility of exchange rate in these countries.We however observed that the ARCH family of models does not always …

We analyze exchange rate volatility in the Visegrad Four countries in the course of their abandoning tight regimes for … generalized error distribution. The overall findings are that volatility path dependence has a limited effect on exchange rate … developments and introduction of floating regimes tends to increase exchange rate volatility. During the period of flexible regimes …