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

Dynamic Linkages between Brics and Other Emerging Equity Markets (Articles)

Sanjay Sehgal, Arjun Mittal, Anand Mittal

Theoretical Economics Letters Vol.9 No.7, August 31, 2019

DOI: 10.4236/tel.2019.97166 874 Downloads 2,432 Views Citations
Value at Risk Models in Indian Markets: A Predictive Ability Evaluation Study (Articles)

Kushagra Goel, Sunny Oswal

Theoretical Economics Letters Vol.9 No.8, December 9, 2019

DOI: 10.4236/tel.2019.98177 850 Downloads 3,218 Views Citations
Autoregressive Fractionally Integrated Moving Average-Generalized Autoregressive Conditional Heteroskedasticity Model with Level Shift Intervention (Articles)

Lawrence Dhliwayo, Florance Matarise, Charles Chimedza

Open Journal of Statistics Vol.10 No.2, April 29, 2020

DOI: 10.4236/ojs.2020.102023 1,751 Downloads 3,588 Views Citations
The Estimation of the Spot Volatility for Diffusion Process (Articles)

Weiwei Xu, Xin Yang, Shanchao Yang

Open Journal of Statistics Vol.11 No.2, April 21, 2021

DOI: 10.4236/ojs.2021.112017 422 Downloads 1,279 Views Citations
This article belongs to the Special Issue on Parameters Estimation Research
Convergence of a Randomised Change Point Estimator in GARCH Models (Articles)

George Awiakye-Marfo, Joseph Mung’atu, Patrick Weke

Journal of Mathematical Finance Vol.11 No.2, May 12, 2021

DOI: 10.4236/jmf.2021.112013 528 Downloads 1,428 Views Citations
Supplier Association Relationship and Cost Stickiness
—Analysis of Cooperation Effect Based on Environmental Uncertainty (Articles)

Yuchen Yan

Open Journal of Business and Management Vol.9 No.3, May 28, 2021

DOI: 10.4236/ojbm.2021.93065 439 Downloads 1,688 Views Citations
Modeling and Forecast of Ghana’s GDP Using ARIMA-GARCH Model (Articles)

Dwumah Barbara, Chenlong Li, Yingchuan Jing, Aning Samuel

Open Access Library Journal Vol.9 No.1, January 29, 2022

DOI: 10.4236/oalib.1108335 391 Downloads 2,597 Views Citations
Measuring Rice Price Volatility and Its Determinants in Tanzania: An Implication for Price Stabilization Policies (Articles)

Yohana James Mgale, Shauri Timothy, Provident Dimoso

Theoretical Economics Letters Vol.12 No.2, April 24, 2022

DOI: 10.4236/tel.2022.122031 524 Downloads 2,803 Views Citations
Research on the Volatility Value of A-Share State-Owned Shipping Stocks (Articles)

Rongrong Hu, Yiping Yu

Modern Economy Vol.13 No.6, June 29, 2022

DOI: 10.4236/me.2022.136046 218 Downloads 956 Views Citations
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 811 Downloads 2,956 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 1,502 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 1,357 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 809 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 931 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 647 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 566 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 66 Downloads 454 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 442 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 420 Views Citations

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