Spot Volatility - Articles - Scientific Research Publishing

The Empirical Study about Introduction of Stock Index Futures on the Volatility of Spot Market (Articles)

Guiliang Tian, Huixiangzi Zheng

iBusiness Vol.5 No.3B, November 8, 2013

DOI: 10.4236/ib.2013.53B024 5,574 Downloads 8,059 Views Citations
The Estimation of the Spot Volatility for Diffusion Process (Articles)

Weiwei Xu, Xin Yang, Shanchao Yang

Open Journal of Statistics Vol.11 No.2, April 21, 2021

DOI: 10.4236/ojs.2021.112017 422 Downloads 1,275 Views Citations
This article belongs to the Special Issue on Parameters Estimation Research
Regime-Switching Model on Hourly Electricity Spot Price Dynamics (Articles)

Samuel Asante Gyamerah, Philip Ngare

Journal of Mathematical Finance Vol.8 No.1, February 7, 2018

DOI: 10.4236/jmf.2018.81008 1,095 Downloads 2,619 Views Citations
A Co-Integration Analysis of the Interdependencies between Crude Oil and Distillate Fuel Prices (Articles)

Jane Aduda, Patrick Weke, Philip Ngare

Journal of Mathematical Finance Vol.8 No.2, May 31, 2018

DOI: 10.4236/jmf.2018.82030 1,056 Downloads 2,664 Views Citations
Interaction between a Peptide and White Spot Syndrome Virus VP28 Envelope Protein (Articles)

Xiaofeng Ji, Yuan Zheng, Jun Sheng

Advances in Bioscience and Biotechnology Vol.14 No.12, December 29, 2023

DOI: 10.4236/abb.2023.1412038 261 Downloads 983 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 3,753 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 6,221 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 5,998 Downloads 7,505 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
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 10,053 Downloads 18,217 Views Citations
Are Sunspots Stabilizing? (Articles)

Paul Shea

Theoretical Economics Letters Vol.1 No.3, November 7, 2011

DOI: 10.4236/tel.2011.13023 7,290 Downloads 11,547 Views Citations
The Calibration of Some Stochastic Volatility Models Used in Mathematical Finance (Articles)

Lorella Fatone, Francesca Mariani, Maria Cristina Recchioni, Francesco Zirilli

Open Journal of Applied Sciences Vol.4 No.2, February 20, 2014

DOI: 10.4236/ojapps.2014.42004 7,492 Downloads 11,711 Views Citations
The Cross-Sectional Risk Premium of Decomposed Market Volatility in UK Stock Market (Articles)

Yan Yang, Laurence Copeland

Open Journal of Social Sciences Vol.2 No.7, July 14, 2014

DOI: 10.4236/jss.2014.27006 4,307 Downloads 5,973 Views Citations
Black Spot Determination of Traffic Accident Locations and Its Spatial Association Characteristic Analysis Based on GIS (Articles)

Huayun Chen

Journal of Geographic Information System Vol.4 No.6, January 1, 2013

DOI: 10.4236/jgis.2012.46063 9,893 Downloads 17,296 Views Citations
Trend Analysis of Small Scale Commercial Sugarcane Production in Post Resettlement Areas of Mkwasine Zimbabwe, Using Hyper-Temporal Satellite Imagery (Articles)

Shingirirai Mutanga, Abel Ramoelo, Tichatonga Gonah

Advances in Remote Sensing Vol.2 No.1, March 25, 2013

DOI: 10.4236/ars.2013.21004 5,193 Downloads 9,639 Views Citations
Land Cover Map Delineation, for Agriculture Development, Case Study in North Sinai, Egypt Using SPOT4 Data and Geographic Information System (Articles)

Nasser H. Saleh, Mohamed A. Aboelghar

Advances in Remote Sensing Vol.2 No.1, March 25, 2013

DOI: 10.4236/ars.2013.21005 5,378 Downloads 10,265 Views Citations
Discussion of a Failure Hot-Spot Endurance Testing Case for CIGS Thin-Film Photovoltaic Module (Articles)

Azen Y. Liu, S. L. Lai, Jimmy Yeh

Energy and Power Engineering Vol.5 No.4B, October 15, 2013

DOI: 10.4236/epe.2013.54B036 7,327 Downloads 9,304 Views Citations
Corynespora Leaf Blight of Cotton in Brazil and Its Management (Articles)

Rafael Galbieri, Dalt C. E. B. Araújo, Leimi Kobayasti, Larissa Girotto, Janaina N. Matos, Mariana S. Marangoni, W. P. Almeida, Yeshwant R. Mehta

American Journal of Plant Sciences Vol.5 No.26, December 23, 2014

DOI: 10.4236/ajps.2014.526398 4,794 Downloads 6,898 Views Citations

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