Volatility Decomposition - Articles - Scientific Research Publishing

Adaptive Learning in Short Time Series (Articles)

Georgios Prokopos, Foteini Kyriazi

Theoretical Economics Letters Vol.15 No.3, June 12, 2025

DOI: 10.4236/tel.2025.153036 102 Downloads 531 Views Citations
Security and Forensic Analysis of the Ram of a Computer Infected by a Malware (Articles)

Yanogo Kiswendsida Jean Hermann, Djibo Moumouni, Kahoun Zita Phillipe, Nabollé Rachid Gaetan, Diberot Cidjeu, Gérald Yirga, Ouedraogo Tounwendyam Frederic

World Journal of Nano Science and Engineering Vol.15 No.1, March 31, 2025

DOI: 10.4236/wjnse.2025.151001 128 Downloads 713 Views Citations
Integrating Volatility Models within State Space Frameworks for Commodity Return Analysis (Articles)

Kisswell Basira, Lawrence Dhliwayo, Florance Matarise

Journal of Financial Risk Management Vol.14 No.3, August 15, 2025

DOI: 10.4236/jfrm.2025.143012 124 Downloads 640 Views Citations
Study on the Volatility of CSI Index Returns 300 Based on GARCH Modeling (Articles)

Zhipeng Cao, Jiayu Zhao

Open Journal of Business and Management Vol.13 No.6, October 16, 2025

DOI: 10.4236/ojbm.2025.136202 89 Downloads 721 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 516 Views Citations
Detection of Calendar Effects, Measurement of Investor Sentiment and Analysis of Their Effects on the Volatility of BRVM Returns (Articles)

Djahoué Mangblé Gérald

Modern Economy Vol.16 No.11, November 13, 2025

DOI: 10.4236/me.2025.1611083 75 Downloads 488 Views Citations
Dynamic Correlation between Implied Volatility Spreads and Movement of CSI 300 ETF: Regime Identification (Articles)

Han Yang, Yintao Hu, Zhijing Wang, Naixue Xiong, Rui Liang, Jerome Yen

Open Journal of Social Sciences Vol.14 No.3, March 31, 2026

DOI: 10.4236/jss.2026.143037 85 Downloads 530 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 116 Views Citations
When Strategies Work Too Well: Volatility-Based Investing, Overfitting and the Limits of Empirical Finance (Articles)

Francisco Bogado Valls, Elmar Steurer

Journal of Financial Risk Management Vol.15 No.3, July 13, 2026

DOI: 10.4236/jfrm.2026.153012 14 Downloads 105 Views Citations
Bayesian Testing for Asset Volatility Persistence on Multivariate Stochastic Volatility Models (Articles)

Yong Li, Fang-Ping Peng, Hao-Feng Xu

Journal of Mathematical Finance Vol.2 No.1, February 28, 2012

DOI: 10.4236/jmf.2012.21010 5,634 Downloads 10,114 Views Citations
Assessment of depth of anesthesia using principal component analysis (Articles)

Mina Taheri, Behzad Ahmadi, Rassoul Amirfattahi, Mojtaba Mansouri

Journal of Biomedical Science and Engineering Vol.2 No.1, February 13, 2009

DOI: 10.4236/jbise.2009.21002 6,610 Downloads 12,243 Views Citations
A Study of thermal decomposition in cellulose by molecular dynamics simulation (Articles)

Chao Liu, De-Zheng Jiang, Shun-An Wei, Jin-Bao Huang

Natural Science Vol.1 No.1, July 2, 2009

DOI: 10.4236/ns.2009.11008 7,867 Downloads 13,815 Views Citations
An Evolutionary Algorithm Based on a New Decomposition Scheme for Nonlinear Bilevel Programming Problems (Articles)

Hecheng LI, Yuping WANG

International Journal of Communications, Network and System Sciences Vol.3 No.1, January 20, 2010

DOI: 10.4236/ijcns.2010.31013 5,328 Downloads 9,802 Views Citations
Water Quality Parameters and Fish Biodiversity Indices as Measures of Ecological Degradation: A Case Study in Two Floodplain Lakes of India (Articles)

Debjit Kumar MONDAL, Anilava KAVIRAJ, Subrata SAHA

Journal of Water Resource and Protection Vol.2 No.1, January 21, 2010

DOI: 10.4236/jwarp.2010.21010 11,678 Downloads 22,753 Views Citations
The System Size Distribution for M/G/1 Queueing System under N-Policy with Startup/Closedown (Articles)

Mingwu Liu, Yongkai Ma, Bin Deng

iBusiness Vol.2 No.4, December 30, 2010

DOI: 10.4236/ib.2010.24047 5,640 Downloads 10,812 Views Citations
Phase and Quadrature Pulsed Bias LC-CMOS VCO (Articles)

Stefano Perticaroli, Fabrizio Palma, Adriano Carbone

Circuits and Systems Vol.2 No.1, January 27, 2011

DOI: 10.4236/cs.2011.21004 6,308 Downloads 10,738 Views Citations
In Vivo Dynamic Image Characterization of Brain Tumor Growth Using Singular Value Decomposition and Eigenvalues (Articles)

Murad Shibli

Journal of Biomedical Science and Engineering Vol.4 No.3, March 8, 2011

DOI: 10.4236/jbise.2011.43026 4,829 Downloads 9,492 Views Citations
Analytical Solution of Two Extended Model Equations for Shallow Water Waves By Adomian’S Decomposition Method (Articles)

Mehdi. Safari

Advances in Pure Mathematics Vol.1 No.4, July 28, 2011

DOI: 10.4236/apm.2011.14042 6,635 Downloads 12,902 Views Citations
Structural, Optical, Electrical and Thermal Characterizations of Pure and L-alanine Doped Ammonium Dihydrogen Phosphate Crystals (Articles)

Ferdousi Akhtar, Jiban Podder

Journal of Crystallization Process and Technology Vol.1 No.2, August 2, 2011

DOI: 10.4236/jcpt.2011.12004 8,677 Downloads 20,216 Views Citations
Preparation of BiVO4@Fiber Composites and the Photocatalytic Property for Degradation of Organic Dyes under Visible-Light (Articles)

Wei Lu, Deshuang Yu, Xiaochen Zhou, Yan Zhang, Jianqiang Yu

Green and Sustainable Chemistry Vol.1 No.3, August 31, 2011

DOI: 10.4236/gsc.2011.13016 7,117 Downloads 13,082 Views Citations

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