Asymmetric Volatility - Articles - Scientific Research Publishing

Modeling Seasonal Fractionally Integrated Autoregressive Moving Average-Generalized Autoregressive Conditional Heteroscedasticity Model with Seasonal Level Shift Intervention (Articles)

Lawrence Dhliwayo, Florance Matarise, Charles Chimedza

Open Journal of Statistics Vol.10 No.5, October 27, 2020

DOI: 10.4236/ojs.2020.105047 908 Downloads 2,663 Views Citations
A Unified Stochastic Volatility—Stochastic Correlation Model (Articles)

Xiang Lu, Gunter Meissner, Hong Sherwin

Journal of Mathematical Finance Vol.10 No.4, November 25, 2020

DOI: 10.4236/jmf.2020.104039 785 Downloads 3,019 Views Citations
This article belongs to the Special Issue on Financial Statistics
The Idiosyncratic Volatility Puzzle: A Time-Specific Anomaly (Articles)

Xindong Zhang, Jianying Li, Xiaoli Wang, Xiaoxin Hu

Journal of Mathematical Finance Vol.11 No.2, May 31, 2021

DOI: 10.4236/jmf.2021.112017 417 Downloads 1,657 Views Citations
Pricing Bitcoin under Double Exponential Jump-Diffusion Model with Asymmetric Jumps Stochastic Volatility (Articles)

Ndeye Fatou Sene, Mamadou Abdoulaye Konte, Jane Aduda

Journal of Mathematical Finance Vol.11 No.2, May 31, 2021

DOI: 10.4236/jmf.2021.112018 641 Downloads 3,667 Views Citations
This article belongs to the Special Issue on Mathematical Finance and Application
Exponential GARCH Model with Exogenous Covariate for South Sudanese Pounds—USD Exchange Rate Volatility: On the Effects of Conflict on Volatility (Articles)

Abui Peter Kur, Oscar Ngesa, Rachel Sarguta

Journal of Mathematical Finance Vol.11 No.3, August 13, 2021

DOI: 10.4236/jmf.2021.113026 519 Downloads 3,039 Views Citations
The Impact of Relative Exchange Rate Volatility and Other Multidimensional Determinants on FDI in Egypt (Articles)

Abd-El Atti Nadine, Salah Ashraf, Rashid Nagia

American Journal of Industrial and Business Management Vol.11 No.12, December 10, 2021

DOI: 10.4236/ajibm.2021.1112071 673 Downloads 3,902 Views Citations
Modelling and Forecasting of Crude Oil Price Volatility Comparative Analysis of Volatility Models (Articles)

Faith Wacuka Ng’ang’a, Meleah Oleche

Journal of Financial Risk Management Vol.11 No.1, March 15, 2022

DOI: 10.4236/jfrm.2022.111008 737 Downloads 6,547 Views Citations
Fractional Stochastic Volatility Pricing of European Option Based on Self-Adaptive Differential Evolution (Articles)

Yue Hu, Hongling Dong, Le Fu, Jiayang Zhai

Journal of Mathematical Finance Vol.12 No.3, August 25, 2022

DOI: 10.4236/jmf.2022.123029 360 Downloads 1,564 Views Citations
Time Discretized Variational Iteration Method for the Stochastic Volatility Process with Jumps (Articles)

Henrietta Ify Ojarikre, Ebimene James Mamadu

Advances in Pure Mathematics Vol.12 No.11, November 23, 2022

DOI: 10.4236/apm.2022.1211052 220 Downloads 818 Views Citations
Equity Value and Volatility (Articles)

Moon Hoe Lee

Journal of Mathematical Finance Vol.13 No.3, August 29, 2023

DOI: 10.4236/jmf.2023.133025 335 Downloads 1,269 Views Citations
Yield Curve and the Business Cycle in Conventional Times (Articles)

Roman Šustek

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

DOI: 10.4236/jmf.2024.141004 268 Downloads 1,155 Views Citations
Application of Elzaki Transform Method to Market Volatility Using the Black-Scholes Model (Articles)

Henrietta Ify Ojarikre, Ideh Rapheal, Ebimene James Mamadu

Journal of Applied Mathematics and Physics Vol.12 No.3, March 26, 2024

DOI: 10.4236/jamp.2024.123050 210 Downloads 710 Views Citations
Research on the Dynamic Volatility Relationship between Chinese and U.S. Stock Markets Based on the DCC-GARCH Model under the Background of the COVID-19 Pandemic (Articles)

Simin Wu, Yan Liang, Weixun Li

Journal of Applied Mathematics and Physics Vol.12 No.9, September 11, 2024

DOI: 10.4236/jamp.2024.129184 96 Downloads 708 Views Citations
The Role of Forecasting Exchange Rate Volatility and Its Impact on Inflation in Sierra Leone: Evidence from a GARCH-MIDAS approach (Articles)

Edmund Chijeh Eric Tamuke, Lavinia Olayinka Madleine Kamara

Open Access Library Journal Vol.11 No.9, September 19, 2024

DOI: 10.4236/oalib.1112172 111 Downloads 925 Views Citations
Real Exchange Rates and Inward Foreign Direct Investment in Japan and East Asia and Pacific Region (Articles)

Kiatnarong Wongsamee

Modern Economy Vol.15 No.9, September 20, 2024

DOI: 10.4236/me.2024.159044 127 Downloads 756 Views Citations
Dynamic Pairs Trading Strategies for Constrained Emerging Markets (Articles)

Jichen Zhao

Journal of Financial Risk Management Vol.14 No.3, August 20, 2025

DOI: 10.4236/jfrm.2025.143013 98 Downloads 896 Views Citations
Housing Market Cycles and Macroeconomic Stability in Egypt: A Systematic Review (Articles)

Ahmed Abdel-Moneim Hammam, Mahmoud Momtaz, Mohamed Hanafy

Open Journal of Social Sciences Vol.13 No.9, September 28, 2025

DOI: 10.4236/jss.2025.139037 51 Downloads 387 Views Citations
The Effects of Cashierless Technology on Amazon’s Stock Price (Articles)

Ngoc My Hai Nguyen (Jearlie)

iBusiness Vol.17 No.3, September 29, 2025

DOI: 10.4236/ib.2025.173014 77 Downloads 373 Views Citations
Mean Reversion in Auction Markets (Articles)

Moon Hoe Lee

Journal of Mathematical Finance Vol.15 No.4, November 13, 2025

DOI: 10.4236/jmf.2025.154032 76 Downloads 447 Views Citations
A Review of Risk and Mitigation Strategies in the Development of China’s Carbon Market (Articles)

Tijiouit Asma, Xinxing Zhou, Xiao Pei

Open Access Library Journal Vol.12 No.11, November 21, 2025

DOI: 10.4236/oalib.1113648 46 Downloads 527 Views Citations

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