Stochastic Volatility Models - Articles - Scientific Research Publishing

Dynamic Interactive Cycles during the 2008 Financial Crisis (Articles)

Ioannis M. Neokosmidis, Vassilis Polimenis

Modern Economy Vol.1 No.1, June 7, 2010

DOI: 10.4236/me.2010.11001 5,381 Downloads 10,198 Views Citations
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 14,480 Downloads 29,787 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 10,258 Downloads 19,042 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 3,255 Downloads 5,713 Views Citations
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 4,018 Downloads 6,718 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 4,149 Downloads 6,899 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 5,132 Downloads 7,323 Views Citations
Implementation of the Estimating Functions Approach in Asset Returns Volatility Forecasting Using First Order Asymmetric GARCH Models (Articles)

Timothy Ndonye Mutunga, Ali Salim Islam, Luke Akong’o Orawo

Open Journal of Statistics Vol.5 No.5, August 19, 2015

DOI: 10.4236/ojs.2015.55047 3,642 Downloads 5,181 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 2,891 Downloads 4,178 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 1,887 Downloads 3,289 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 2,684 Downloads 5,506 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 1,992 Downloads 3,573 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 2,511 Downloads 9,513 Views Citations
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 1,649 Downloads 4,412 Views Citations
On the Inverse Problem of Dupire’s Equation with Nonlocal Boundary and Integral Conditions (Articles)

Coskun Guler, Volkan Oban

Journal of Mathematical Finance Vol.7 No.4, November 28, 2017

DOI: 10.4236/jmf.2017.74051 1,202 Downloads 2,718 Views Citations
The Asian Option Pricing when Discrete Dividends Follow a Markov-Modulated Model (Articles)

Yingyi Fang, Huisheng Shu, Xiu Kan, Xin Zhang, Zhiwei Zheng

Open Journal of Statistics Vol.7 No.6, December 29, 2017

DOI: 10.4236/ojs.2017.76074 1,216 Downloads 3,470 Views Citations
Some Stylized Facts of Short-Term Stock Prices of Selected Nigerian Banks (Articles)

Maruf Ariyo Raheem, Patrick Oseloka Ezepue

Open Journal of Statistics Vol.8 No.1, February 6, 2018

DOI: 10.4236/ojs.2018.81008 1,172 Downloads 3,196 Views Citations
Regime-Switching Model on Hourly Electricity Spot Price Dynamics (Articles)

Samuel Asante Gyamerah, Philip Ngare

Journal of Mathematical Finance Vol.8 No.1, February 7, 2018

DOI: 10.4236/jmf.2018.81008 1,132 Downloads 2,662 Views Citations
How Are Structural Breaks Related to Stock Return Volatility Persistence? Evidence from China and Japan (Articles)

Chikashi Tsuji

Modern Economy Vol.9 No.10, October 18, 2018

DOI: 10.4236/me.2018.910102 816 Downloads 2,192 Views Citations
Margin Trading and Securities Lending, Investor Sentiments and the Volatility of Chinese Securities Market (Articles)

Huiting Huang

American Journal of Industrial and Business Management Vol.9 No.3, March 20, 2019

DOI: 10.4236/ajibm.2019.93036 1,398 Downloads 3,561 Views Citations

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