Volatility Clustering - Articles - Scientific Research Publishing

An Econometric Approach to Incorporating Non-Normality in VaR Measurement (Articles)

Victor Gumbo, Simiso Siziba

Journal of Mathematical Finance Vol.6 No.1, February 25, 2016

DOI: 10.4236/jmf.2016.61010 2,887 Downloads 4,128 Views Citations
On Prediction of Stock Return and Volatility Using Clustering Techniques: Taking an Example of Japanese Stock Market (Articles)

Jieni Liu, Hisashi Tanizaki

Open Journal of Social Sciences Vol.13 No.10, October 24, 2025

DOI: 10.4236/jss.2025.1310031 76 Downloads 513 Views Citations
Impact of Macroeconomic Volatility on Stock Market Volatility in Bangladesh (Articles)

Md. Rafiqul Matin

Journal of Financial Risk Management Vol.12 No.3, September 20, 2023

DOI: 10.4236/jfrm.2023.123013 470 Downloads 2,062 Views Citations
Some Stylized Facts of Short-Term Stock Prices of Selected Nigerian Banks (Articles)

Maruf Ariyo Raheem, Patrick Oseloka Ezepue

Open Journal of Statistics Vol.8 No.1, February 6, 2018

DOI: 10.4236/ojs.2018.81008 1,172 Downloads 3,189 Views Citations
Volatility Modelling of Global Financial Crises Effects on the Nigerian Banks (Articles)

Maruf A. Raheem, Timothy K. Samson

Open Journal of Statistics Vol.10 No.2, April 22, 2020

DOI: 10.4236/ojs.2020.102021 720 Downloads 2,110 Views Citations
Automatic Clustering Using Teaching Learning Based Optimization (Articles)

M. Ramakrishna Murty, Anima Naik, J. V. R. Murthy, P. V. G. D. Prasad Reddy, Suresh C. Satapathy, K. Parvathi

Applied Mathematics Vol.5 No.8, May 6, 2014

DOI: 10.4236/am.2014.58111 6,235 Downloads 8,731 Views Citations
This article belongs to the Special Issue on Cluster Analysis
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 6,351 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 7,592 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
A Study of Triangle Inequality Violations in Social Network Clustering (Articles)

Sanjit Kumar Saha, Tapashi Gosswami

Journal of Computer and Communications Vol.12 No.1, January 15, 2024

DOI: 10.4236/jcc.2024.121005 230 Downloads 874 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 10,160 Downloads 18,460 Views Citations
Are Sunspots Stabilizing? (Articles)

Paul Shea

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

DOI: 10.4236/tel.2011.13023 7,334 Downloads 11,640 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 7,540 Downloads 11,829 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 4,382 Downloads 6,079 Views Citations
A Projection Clustering Technique Based on Projection (Articles)

Xiyu LIU, Xinjiang XIE, Wenping WANG

Journal of Service Science and Management Vol.2 No.4, December 15, 2009

DOI: 10.4236/jssm.2009.24043 5,658 Downloads 9,357 Views Citations
A Distributed Weighted Cluster Based Routing Protocol for MANETs (Articles)

Naveen Chauhan, Lalit Kumar Awasthi, Narottam Chand, Vivek Katiyar, Ankit Chugh

Wireless Sensor Network Vol.3 No.2, March 16, 2011

DOI: 10.4236/wsn.2011.32006 7,999 Downloads 16,004 Views Citations
VATdt: Visual Assessment of Cluster Tendency Using Diagonal Tracing (Articles)

Yingkang Hu

American Journal of Computational Mathematics Vol.2 No.1, March 21, 2012

DOI: 10.4236/ajcm.2012.21004 4,901 Downloads 9,986 Views Citations

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