VIX Pricing; VIX Futures; VIX Options; Volatility Index - Articles

Fair Value and Volatility in the Cases of Assets Securitization, Derivative Hedging and Loan Loss Provisioning (Articles)

Lan Sun

Theoretical Economics Letters Vol.5 No.5, October 27, 2015

DOI: 10.4236/tel.2015.55078 7,502 Downloads 9,321 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 5,248 Downloads 7,468 Views Citations
This article belongs to the Special Issue on Density Estimation in Finance
Option Pricing with Stochastic Volatility (Articles)

Rossano Giandomenico

Journal of Applied Mathematics and Physics Vol.3 No.12, December 25, 2015

DOI: 10.4236/jamp.2015.312189 2,750 Downloads 4,337 Views Citations
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 2,850 Downloads 4,072 Views Citations
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 2,729 Downloads 4,664 Views Citations
On Detecting Sudden Changes in the Unconditional Volatility of a Time Series (Articles)

Dilip Kumar

Theoretical Economics Letters Vol.6 No.2, April 26, 2016

DOI: 10.4236/tel.2016.62028 2,355 Downloads 3,627 Views Citations
Properties of Time-Varying Causality Tests in the Presence of Multivariate Stochastic Volatility (Articles)

Daiki Maki

Open Journal of Statistics Vol.6 No.5, October 8, 2016

DOI: 10.4236/ojs.2016.65064 1,657 Downloads 2,990 Views Citations
Valuating New Product Development Project with a Stochastic Volatility Model (Articles)

Chengru Hu, Chulhee Jun, Maggie Foley

Journal of Mathematical Finance Vol.6 No.5, November 30, 2016

DOI: 10.4236/jmf.2016.65064 1,798 Downloads 4,265 Views Citations
Financial Integration and Portfolio Diversification: Evidence from CIVETS Stock Markets (Articles)

Kashif Saleem, Osama Al-Hares, Sheraz Ahmed

Theoretical Economics Letters Vol.6 No.6, December 14, 2016

DOI: 10.4236/tel.2016.66121 1,662 Downloads 3,273 Views Citations
Modeling Exchange Rate Volatility: Application of the GARCH and EGARCH Models (Articles)

Manamba Epaphra

Journal of Mathematical Finance Vol.7 No.1, February 6, 2017

DOI: 10.4236/jmf.2017.71007 6,006 Downloads 17,429 Views Citations
Stock Exchanges Comparison between Mainland China and H.K. Based on the SVL Model (Articles)

Jiahui Lin

Open Journal of Statistics Vol.7 No.3, May 11, 2017

DOI: 10.4236/ojs.2017.73027 1,870 Downloads 6,066 Views Citations
An Empirical Evaluation in GARCH Volatility Modeling: Evidence from the Stockholm Stock Exchange (Articles)

Chaido Dritsaki

Journal of Mathematical Finance Vol.7 No.2, May 19, 2017

DOI: 10.4236/jmf.2017.72020 3,783 Downloads 9,767 Views Citations
Exchange Rate Volatility in Pakistan and Its Impact on Selected Macro Economic Variables (1980-2014) (Articles)

Madeeha Zamir, Amjad Amin, Sami Ullah, Salim Ullah Khan

iBusiness Vol.9 No.4, December 22, 2017

DOI: 10.4236/ib.2017.94012 1,889 Downloads 6,226 Views Citations
Board Gender Diversity, Earnings Quality and Stock Price Informativeness (Articles)

Yue Gao

American Journal of Industrial and Business Management Vol.8 No.2, February 14, 2018

DOI: 10.4236/ajibm.2018.82018 1,353 Downloads 3,960 Views Citations
Volatility Prediction: A Study with Structural Breaks (Articles)

Dilip Kumar

Theoretical Economics Letters Vol.8 No.6, April 23, 2018

DOI: 10.4236/tel.2018.86080 1,160 Downloads 2,758 Views Citations
This article belongs to the Special Issue on Computational Economics and Econometrics
Samuelson Effect and Hedging Effectiveness in the CSI 300 Index Futures (Articles)

Chunchou Wu

Theoretical Economics Letters Vol.8 No.14, October 19, 2018

DOI: 10.4236/tel.2018.814180 770 Downloads 2,047 Views Citations
Which Model Performs Better While Forecasting Stock Market Volatility? Answer for Dhaka Stock Exchange (DSE) (Articles)

S. M. Abdullah, Mohammod Akbar Kabir, Kawsar Jahan, Salina Siddiqua

Theoretical Economics Letters Vol.8 No.14, October 26, 2018

DOI: 10.4236/tel.2018.814199 1,157 Downloads 3,040 Views Citations
Application of Iterative Approaches in Modeling the Efficiency of ARIMA-GARCH Processes in the Presence of Outliers (Articles)

Emmanuel Alphonsus Akpan, K. E. Lasisi, Ali Adamu, Haruna Bakari Rann

Applied Mathematics Vol.10 No.3, March 29, 2019

DOI: 10.4236/am.2019.103012 992 Downloads 2,299 Views Citations
The Volatility Effect: Recent Evidence from Indian Markets (Articles)

Nehal Joshipura, Mayank Joshipura

Theoretical Economics Letters Vol.9 No.6, August 30, 2019

DOI: 10.4236/tel.2019.96136 1,017 Downloads 2,717 Views Citations
Modelling Intervalling Effect of High Frequency Trading on Portfolio Volatility (Articles)

Ki Hoon Hong

Theoretical Economics Letters Vol.9 No.7, September 27, 2019

DOI: 10.4236/tel.2019.97150 658 Downloads 1,604 Views Citations

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