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 …

Japanese market and the US West Coast market. Japan is the principal potential export market for Alaskan crude oil. Exports to …

coming from Japan, the Soviet Union, and Eastern Europe. Several regions, the Far East, Japan, Latin American, and Africa …

coming from Japan, the Soviet Union, and Eastern Europe. Several regions, the Far East, Japan, Latin American, and Africa …

for devising better models to forecast volatility and to manage risk in asset markets. The present thesis is a collection … asset returns and asset volatility when subjecting a broad set of alternative predictors to forecast combinations. …

Price volatility in the corn market has changed considerably globalization and stronger linkages to the energy complex …. Using data from January 1989 through December 2009, we estimate and forecast the volatility in the corn market using futures … seasonality, and long memory specifications which perform well at more distant horizons particularly with rising volatility. The …