Fuzzy Stochastic Volatility - Articles - Scientific Research Publishing

Using TGARCH-M to Model the Impact of Good News and Bad News on Covid-19 Related Stocks’ Volatilities (Articles)

Junqi Chen, Hui Li, Yan Lv

Journal of Financial Risk Management Vol.11 No.2, June 30, 2022

DOI: 10.4236/jfrm.2022.112023 803 Downloads 2,947 Views Citations
Forecasting Volatility Based on a New Combined HAR-Type Model with Long Memory and Switching Regime: Empirical Evidence from Equity Realized Volatility (Articles)

Yirong Huang, Zhonglin Wan, Hongyan Li, Yi Luo

Journal of Mathematical Finance Vol.14 No.1, February 27, 2024

DOI: 10.4236/jmf.2024.141005 280 Downloads 1,498 Views Citations
When Investing in Stocks, Is Boring Better? Introducing the “High Volatility Anomaly” in a Post-Meme Stock World (Articles)

Anthony C. Bozza

Journal of Mathematical Finance Vol.14 No.3, August 22, 2024

DOI: 10.4236/jmf.2024.143020 245 Downloads 1,354 Views Citations
Exchange Rate Volatility, Bilateral Trade, and Investment in Association of Southeast Asian Nations from 2000 to 2021 (Articles)

Kiatnarong Wongsamee, Supakit Boonanegpat

Open Journal of Business and Management Vol.12 No.5, September 23, 2024

DOI: 10.4236/ojbm.2024.125174 137 Downloads 808 Views Citations
An Approach to Calculate a Call Option Value on A Nontraded Underlying Asset Considering Its Risk Measures (Articles)

Rafael A. Rodríguez

Journal of Financial Risk Management Vol.13 No.4, December 27, 2024

DOI: 10.4236/jfrm.2024.134036 94 Downloads 614 Views Citations
Asymmetric Effect of Exchange Rate Volatility on Foreign Direct Investment, Inflation and Balance of Trade in Nigeria (Articles)

Onyewuchi Amaechi Ben-Obi, Oyinlola Olaniyi, David O. K. Okoroafor, Ben Obi

American Journal of Industrial and Business Management Vol.15 No.5, May 26, 2025

DOI: 10.4236/ajibm.2025.155033 166 Downloads 930 Views Citations
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 79 Downloads 480 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 103 Downloads 644 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 104 Downloads 565 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 83 Downloads 627 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 65 Downloads 451 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 62 Downloads 441 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 58 Downloads 418 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 6 Downloads 65 Views Citations
Implied Bond and Derivative Prices Based on Non-Linear Stochastic Interest Rate Models (Articles)

Ghulam Sorwar, Sharif Mozumder

Applied Mathematics Vol.1 No.1, June 2, 2010

DOI: 10.4236/am.2010.11006 5,771 Downloads 10,537 Views Citations
Solution of Stochastic Cubic and Quintic Nonlinear Diffusion Equation Using WHEP, Pickard and HPM Methods (Articles)

Magdy A. El-Tawil, Aisha F. Fareed

Open Journal of Discrete Mathematics Vol.1 No.1, April 8, 2011

DOI: 10.4236/ojdm.2011.11002 5,189 Downloads 10,682 Views Citations
A New Method of Estimating the Asset Rate of Return (Articles)

Moawia Alghalith, Tracy Polius

Theoretical Economics Letters Vol.1 No.1, June 1, 2011

DOI: 10.4236/tel.2011.11001 4,678 Downloads 10,720 Views Citations
Portfolio Optimization without the Self-Financing Assumption (Articles)

Moawia Alghalith

Advances in Pure Mathematics Vol.1 No.3, June 3, 2011

DOI: 10.4236/apm.2011.13018 4,737 Downloads 10,906 Views Citations
Conditionally Suboptimal Filtering in Nonlinear Stochastic Differential System (Articles)

Tongjun He, Zhengping Shi

Applied Mathematics Vol.2 No.6, June 22, 2011

DOI: 10.4236/am.2011.26101 6,298 Downloads 10,054 Views Citations
Meridional Asymmetries in Forced Beta-Plane Turbulence (Articles)

Iordanka N Panayotova

International Journal of Geosciences Vol.2 No.3, August 12, 2011

DOI: 10.4236/ijg.2011.23031 3,871 Downloads 7,440 Views Citations

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