Two Scale Realized Volatility - Articles - Scientific Research Publishing

Performance of the Heston’s Stochastic Volatility Model: A Study in Indian Index Options Market (Articles)

Shivam Singh, Alok Dixit

Theoretical Economics Letters Vol.6 No.2, April 6, 2016

DOI: 10.4236/tel.2016.62018 2,701 Downloads 5,585 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 1,227 Downloads 2,803 Views Citations
This article belongs to the Special Issue on Financial Market Volatility
Modeling Cryptocurrency Market Volatility during FOMC Announcements: Evidence from High-Frequency Data (Articles)

Barış Falay

Journal of Mathematical Finance Vol.14 No.4, September 24, 2024

DOI: 10.4236/jmf.2024.144022 222 Downloads 1,874 Views Citations
Simulation of Leveraged ETF Volatility Using Nonparametric Density Estimation (Articles)

Matthew Ginley, David W. Scott, Katherine E. Ensor

Journal of Mathematical Finance Vol.5 No.5, November 30, 2015

DOI: 10.4236/jmf.2015.55039 5,283 Downloads 7,537 Views Citations
This article belongs to the Special Issue on Density Estimation in Finance
Modeling and Forecasting Financial Volatilities Using a Joint Model for Range and Realized Volatility (Articles)

Yunqian Ma, Yuanying Jiang

Open Journal of Business and Management Vol.4 No.2, April 12, 2016

DOI: 10.4236/ojbm.2016.42022 2,742 Downloads 4,715 Views Citations
Forecasting Volatility Based on a New Combined HAR-Type Model with Long Memory and Switching Regime: Empirical Evidence from Equity Realized Volatility (Articles)

Yirong Huang, Zhonglin Wan, Hongyan Li, Yi Luo

Journal of Mathematical Finance Vol.14 No.1, February 27, 2024

DOI: 10.4236/jmf.2024.141005 312 Downloads 1,661 Views Citations
Some New Estimators of Integrated Volatility (Articles)

Jaya P. N. Bishwal

Open Journal of Statistics Vol.1 No.2, July 29, 2011

DOI: 10.4236/ojs.2011.12008 5,194 Downloads 9,009 Views Citations
Forecasting Realized Volatility Using Subsample Averaging (Articles)

Huiyu Huang, Tae-Hwy Lee

Open Journal of Statistics Vol.3 No.5, October 9, 2013

DOI: 10.4236/ojs.2013.35044 4,147 Downloads 6,892 Views Citations
The Electrokinetic Cross-Coupling Coefficient: Two-Scale Homogenization Approach (Articles)

Vladimir Shelukhin, Igor Yeltsov, Iliya Paranichev

World Journal of Mechanics Vol.1 No.3, July 6, 2011

DOI: 10.4236/wjm.2011.13018 4,632 Downloads 9,814 Views Citations
Research on Stock Volatility Based on Investor Sentiment and Two-Dimensional Ising Model (Articles)

Jiayi Zhang, Nianguo Mu

Open Journal of Applied Sciences Vol.16 No.5, May 27, 2026

DOI: 10.4236/ojapps.2026.165105 9 Downloads 115 Views Citations
A General Purpose Analysis Package (Articles)

Stefano Federico

Atmospheric and Climate Sciences Vol.2 No.2, April 26, 2012

DOI: 10.4236/acs.2012.22022 5,132 Downloads 8,540 Views Citations
Numerical Simulation for Nonlinear Water Waves Propagating along the Free Surface (Articles)

Rabab Fadhel Al-Bar

Journal of Applied Mathematics and Physics Vol.4 No.5, May 30, 2016

DOI: 10.4236/jamp.2016.45102 1,963 Downloads 3,242 Views Citations
Microarray Analysis Using Rank Order Statistics for ARCH Residual Empirical Process (Articles)

Hiroko Kato Solvang, Masanobu Taniguchi

Open Journal of Statistics Vol.7 No.1, February 20, 2017

DOI: 10.4236/ojs.2017.71005 1,644 Downloads 3,159 Views Citations
Turbulent Modulation in Particulate Flow: A Review of Critical Variables (Articles)

Ammar Saber, T. Staffan Lundström, J. Gunnar I. Hellström

Engineering Vol.7 No.10, October 16, 2015

DOI: 10.4236/eng.2015.710054 3,769 Downloads 5,986 Views Citations
Agro-Biodiversity Spatial Assessment and Genetic Reserve Delineation for the Pollino National Park (Italy) (Articles)

Giovanni Figliuolo, Domenico Cerbino

Natural Resources Vol.5 No.7, May 29, 2014

DOI: 10.4236/nr.2014.57029 4,825 Downloads 6,933 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 6,944 Downloads 9,349 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 1,450 Downloads 3,871 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 1,774 Downloads 6,352 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 3,717 Downloads 5,768 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 6,052 Downloads 7,593 Views Citations

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