Asymmetric Volatility - Articles - Scientific Research Publishing

International Linkages of the Indian Commodity Futures Markets (Articles)

Brajesh Kumar, Ajay Pandey

Modern Economy Vol.2 No.3, July 28, 2011

DOI: 10.4236/me.2011.23027 14,433 Downloads 29,687 Views Citations
Recent Developments in Option Pricing (Articles)

Hui Gong, You Liang, Aerambamoorthy Thavaneswaran

Journal of Mathematical Finance Vol.1 No.3, November 25, 2011

DOI: 10.4236/jmf.2011.13009 6,990 Downloads 14,437 Views Citations
Co-movements of Oil, Gold, the U.S. Dollar, and Stocks (Articles)

Subarna K. Samanta, Ali H. M. Zadeh

Modern Economy Vol.3 No.1, January 5, 2012

DOI: 10.4236/me.2012.31015 10,208 Downloads 18,928 Views Citations
Tail Quantile Estimation of Heteroskedastic Intraday Increases in Peak Electricity Demand (Articles)

Caston Sigauke, Andréhette Verster, Delson Chikobvu

Open Journal of Statistics Vol.2 No.4, October 31, 2012

DOI: 10.4236/ojs.2012.24054 3,213 Downloads 5,638 Views Citations
A Gibbs Sampling Algorithm to Estimate the Parameters of a Volatility Model: An Application to Ozone Data (Articles)

Verónica De Jesús Romo, Eliane R. Rodrigues, Guadalupe Tzintzun

Applied Mathematics Vol.3 No.12A, December 31, 2012

DOI: 10.4236/am.2012.312A299 5,527 Downloads 8,841 Views Citations
This article belongs to the Special Issue on Probability and Its Applications
Super-Diffusive Noise Source in Asset Dynamics (Articles)

Max-Olivier Hongler

Journal of Mathematical Finance Vol.3 No.1, February 26, 2013

DOI: 10.4236/jmf.2013.31004 3,978 Downloads 6,648 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 4,111 Downloads 6,813 Views Citations
Bayesian Estimation of Non-Gaussian Stochastic Volatility Models (Articles)

Asma Graja Elabed, Afif Masmoudi

Journal of Mathematical Finance Vol.4 No.2, February 19, 2014

DOI: 10.4236/jmf.2014.42009 5,185 Downloads 8,191 Views Citations
Interest Rate Volatility: A Consol Rate Approach (Articles)

Vincent Brousseau, Alain Durré

Journal of Mathematical Finance Vol.5 No.1, February 13, 2015

DOI: 10.4236/jmf.2015.51006 5,055 Downloads 7,206 Views Citations
Uncertain Volatility Derivative Model Based on the Polynomial Chaos (Articles)

Stefanos Drakos

Journal of Mathematical Finance Vol.6 No.1, February 19, 2016

DOI: 10.4236/jmf.2016.61007 3,843 Downloads 5,353 Views Citations
Multivariate Stochastic Volatility Estimation with Sparse Grid Integration (Articles)

Halil Erturk Esen

Journal of Mathematical Finance Vol.6 No.1, February 19, 2016

DOI: 10.4236/jmf.2016.61009 3,830 Downloads 5,119 Views Citations
Influence of Open-End Funds on Stock Market Volatility-Analysis Based on Shanghai Composite (Articles)

Na Zhu

American Journal of Industrial and Business Management Vol.6 No.4, April 22, 2016

DOI: 10.4236/ajibm.2016.64045 2,837 Downloads 4,085 Views Citations
A New Procedure to Test for Fractional Integration (Articles)

William Rea, Chris Price, Les Oxley, Marco Reale, Jennifer Brown

Open Journal of Statistics Vol.6 No.4, August 23, 2016

DOI: 10.4236/ojs.2016.64055 1,856 Downloads 3,222 Views Citations
Why Do Voters Change Their Mind during an Election Campaign? An Analysis of the Determinants of Campaign Volatility at the 2014 Belgian Federal Elections (Articles)

Simon Willocq

Open Journal of Political Science Vol.6 No.4, September 19, 2016

DOI: 10.4236/ojps.2016.64033 2,604 Downloads 5,351 Views Citations
An Explicit Solution for a Portfolio Selection Problem with Stochastic Volatility (Articles)

Albert N. Sandjo, Fabrice Colin, Salissou Moutari

Journal of Mathematical Finance Vol.7 No.1, February 28, 2017

DOI: 10.4236/jmf.2017.71011 2,098 Downloads 4,502 Views Citations
Analysis of Cross-Correlations in Emerging Markets Using Random Matrix Theory (Articles)

Thomas Chinwe Urama, Patrick Oseloka Ezepue, Chimezie Peters Nnanwa

Journal of Mathematical Finance Vol.7 No.2, May 16, 2017

DOI: 10.4236/jmf.2017.72015 1,954 Downloads 3,482 Views Citations
Mathematical Analysis of Financial Model on Market Price with Stochastic Volatility (Articles)

Mitun Kumar Mondal, Md. Abdul Alim, Md. Faizur Rahman, Md. Haider Ali Biswas

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

DOI: 10.4236/jmf.2017.72019 3,127 Downloads 6,737 Views Citations
Value at Risk (VaR) Historical Approach: Could It Be More Historical and Representative of the Real Financial Risk Environment? (Articles)

Evangelos Vasileiou

Theoretical Economics Letters Vol.7 No.4, June 19, 2017

DOI: 10.4236/tel.2017.74065 2,424 Downloads 9,229 Views Citations
Portfolio Optimization Problem with Delay under Cox-Ingersoll-Ross Model (Articles)

Chunxiang A, Yi Shao

Journal of Mathematical Finance Vol.7 No.3, July 31, 2017

DOI: 10.4236/jmf.2017.73037 1,456 Downloads 3,144 Views Citations
This article belongs to the Special Issue on Finance and Portfolio Management
Volatility in High-Frequency Intensive Care Mortality Time Series: Application of Univariate and Multivariate GARCH Models (Articles)

John L. Moran, Patricia J. Solomon

Open Journal of Applied Sciences Vol.7 No.8, August 11, 2017

DOI: 10.4236/ojapps.2017.78030 1,595 Downloads 4,298 Views Citations

First <...131415 ...>Last

	[email protected]
	+86 18163351462 (WhatsApp)
	1655362766
	SCIRP WeChat

All	Title	Abstract	Keywords
DOI	Author	Journal	Affiliation
ISSN	Subject

	[email protected]
	+86 18163351462(WhatsApp)
	1655362766

	Paper Publishing WeChat

Browse Subjects

Publish with us

Home

About SCIRP

Service

Policies