forecasting errors in realized volatility are substantive. Even though returns standardized by ex post quadratic variation … degree of volatility risk in stock and index returns, where we characterize volatility risk by the extent to which … distribution of returns. Explicitly modeling this volatility risk is fundamental. We propose a dually asymmetric realized …

of volatility risk in stock and index returns, where we characterize volatility risk by the extent to which forecasting … errors in realized volatility are substantive. Even though returns standardized by ex post quadratic variation measures are … of returns. Explicitly modeling this volatility risk is fundamental. We propose a dually asymmetric realized volatility …

forecasting errors in realized volatility are substantive. Even though returns standardized by ex post quadratic variation … degree of volatility risk in stock and index returns, where we characterize volatility risk by the extent to which … distribution of returns. Explicitly modeling this volatility risk is fundamental. We propose a dually asymmetric realized …

forecasting errors in realized volatility are substantive. Even though returns standardized by ex post quadratic variation … large degree of volatility risk in stock and index returns, where we characterize volatility risk by the extent to which … distribution of returns. Explicitly modeling this volatility risk is fundamental. We propose a dually asymmetric realized …

When regulating the financial system, the volatility phenomenon seems to emerge, practically, as a phenomenon which is … volatility of prices and returns. At the same time, the leverage has also got a role at both levels: the capital structure of the … firm and the investors’ strategy. We examine the return and volatility in relation to leverage by considering different …

the level of market volatility. Particularly important are the growing share of the links between hedge funds and other … was calculated the impact of the hedge fund market development measured in assets, leverage, the price volatility in … results show a significant correlation between the volatility in the stock market, bonds and CDS, and the activities of hedge …