Asymmetric Volatility - Articles - Scientific Research Publishing

Asymmetric Effect of Exchange Rate Volatility on Foreign Direct Investment, Inflation and Balance of Trade in Nigeria (Articles)

Onyewuchi Amaechi Ben-Obi, Oyinlola Olaniyi, David O. K. Okoroafor, Ben Obi

American Journal of Industrial and Business Management Vol.15 No.5, May 26, 2025

DOI: 10.4236/ajibm.2025.155033 166 Downloads 917 Views Citations
Linkage between India Implied Volatility Index and Stock Index Returns (Articles)

Palamalai Srinivasan, R. D. Vasudevan

Theoretical Economics Letters Vol.7 No.4, June 16, 2017

DOI: 10.4236/tel.2017.74063 1,852 Downloads 5,049 Views Citations
Implementation of the Estimating Functions Approach in Asset Returns Volatility Forecasting Using First Order Asymmetric GARCH Models (Articles)

Timothy Ndonye Mutunga, Ali Salim Islam, Luke Akong’o Orawo

Open Journal of Statistics Vol.5 No.5, August 19, 2015

DOI: 10.4236/ojs.2015.55047 3,612 Downloads 5,135 Views Citations
Modeling Stock Market Volatility Using GARCH Models: A Case Study of Nairobi Securities Exchange (NSE) (Articles)

Arfa Maqsood, Suboohi Safdar, Rafia Shafi, Ntato Jeremiah Lelit

Open Journal of Statistics Vol.7 No.2, April 30, 2017

DOI: 10.4236/ojs.2017.72026 2,854 Downloads 9,802 Views Citations
Margin Trading and Securities Lending, Investor Sentiments and the Volatility of Chinese Securities Market (Articles)

Huiting Huang

American Journal of Industrial and Business Management Vol.9 No.3, March 20, 2019

DOI: 10.4236/ajibm.2019.93036 1,357 Downloads 3,453 Views Citations
The Asymmetry of Shanghai Composite Index Volatility—Stochastic Volatility Models Based on GHST Distribution (Articles)

Xu Han, Jihong Kong

Open Journal of Social Sciences Vol.8 No.12, December 28, 2020

DOI: 10.4236/jss.2020.812028 410 Downloads 1,329 Views Citations
Investigating the Impact of Geopolitical Risks and Uncertainty Factors on Bitcoin (Articles)

José Daniel Cardoso Rodrigues, Petros Golitsis, Pavlos Gkasis

Theoretical Economics Letters Vol.14 No.3, June 28, 2024

DOI: 10.4236/tel.2024.143059 355 Downloads 2,528 Views Citations
Color Information Encoding Based on Phase-Truncated Gyrator Transform Domain (Articles)

Muhammad Rafiq Abuturab, Tajuddin Ali Ahmad

International Journal of Communications, Network and System Sciences Vol.7 No.4, April 15, 2014

DOI: 10.4236/ijcns.2014.74013 3,787 Downloads 5,534 Views Citations
This article belongs to the Special Issue on Communication Cryptography Technology
Measuring Asymmetric Nature of Beta Using a Smooth Linear Transformation (Articles)

Subrata Kumar Mitra

Theoretical Economics Letters Vol.9 No.6, August 29, 2019

DOI: 10.4236/tel.2019.96128 525 Downloads 1,837 Views Citations
Volatility Forecasting and Volatility Risk Premium (Articles)

Jingfei Cheng

Journal of Applied Mathematics and Physics Vol.3 No.1, January 28, 2015

DOI: 10.4236/jamp.2015.31014 6,908 Downloads 9,258 Views Citations
Evaluating Volatility Forecasts with Ultra-High-Frequency Data—Evidence from the Australian Equity Market (Articles)

Kai Zhang, Lurion De Mello, Mehdi Sadeghi

Theoretical Economics Letters Vol.8 No.1, January 4, 2018

DOI: 10.4236/tel.2018.81001 1,408 Downloads 3,752 Views Citations
This article belongs to the Special Issue on Financial Economics
Next Level in Risk Management? Hedging and Trading Strategies of Volatility Derivatives Using VIX Futures (Articles)

Ernst J. Fahling, Elmar Steurer, Tobias Schädler, Adrian Volz

Journal of Financial Risk Management Vol.7 No.4, December 29, 2018

DOI: 10.4236/jfrm.2018.74024 1,727 Downloads 6,220 Views Citations
Characterizing the Volatility Transmission across International Stock Markets (Articles)

Amarnath Mitra, Vishwanathan Iyer, Anto Joseph

Theoretical Economics Letters Vol.5 No.4, August 24, 2015

DOI: 10.4236/tel.2015.54067 3,674 Downloads 5,675 Views Citations
Inferring Volatility from the Yield Curve (Articles)

Vincent Brousseau, Alain Durré

Journal of Mathematical Finance Vol.5 No.3, August 28, 2015

DOI: 10.4236/jmf.2015.53026 5,997 Downloads 7,504 Views Citations
Research on the Daily Volatility Measure Considering the Impact of Overnight Variance and Time Segment in Chinese Stock Market (Articles)

Yu Shi, Handong Li

Journal of Mathematical Finance Vol.8 No.3, August 7, 2018

DOI: 10.4236/jmf.2018.83035 1,191 Downloads 2,706 Views Citations
This article belongs to the Special Issue on Financial Market Volatility
Hermitian Symmetry on a Hilbert Space—Its Applications to Some Asymmetric Phenomena (Articles)

Naohito Chino

Natural Science Vol.12 No.5, April 29, 2020

DOI: 10.4236/ns.2020.125020 592 Downloads 1,692 Views Citations
A Computer Program for Dynamic Load Simulation of Spur Gears with Asymmetric and Symmetric Teeth (Articles)

Fatih Karpat, Stephen Ekwaro-Osire, Esin Karpat

World Journal of Mechanics Vol.2 No.5, October 31, 2012

DOI: 10.4236/wjm.2012.25029 6,669 Downloads 11,783 Views Citations
Real Estate Pricing under Two-Sided Asymmetric Information (Articles)

Jeremy Sandford, Paul Shea

Theoretical Economics Letters Vol.3 No.4, July 17, 2013

DOI: 10.4236/tel.2013.34037 4,749 Downloads 7,475 Views Citations
A Simple Theory of Asymmetric Linear Elasticity (Articles)

Zehua Qiu

World Journal of Mechanics Vol.10 No.10, October 13, 2020

DOI: 10.4236/wjm.2020.1010012 1,007 Downloads 3,697 Views Citations
Do Leveraged ETFs Increase Volatility (Articles)

William J. Trainor

Technology and Investment Vol.1 No.3, August 27, 2010

DOI: 10.4236/ti.2010.13026 10,049 Downloads 18,209 Views Citations

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