Asymmetric Volatility - Articles - Scientific Research Publishing

Are Sunspots Stabilizing? (Articles)

Paul Shea

Theoretical Economics Letters Vol.1 No.3, November 7, 2011

DOI: 10.4236/tel.2011.13023 7,290 Downloads 11,547 Views Citations
The Calibration of Some Stochastic Volatility Models Used in Mathematical Finance (Articles)

Lorella Fatone, Francesca Mariani, Maria Cristina Recchioni, Francesco Zirilli

Open Journal of Applied Sciences Vol.4 No.2, February 20, 2014

DOI: 10.4236/ojapps.2014.42004 7,492 Downloads 11,711 Views Citations
The Cross-Sectional Risk Premium of Decomposed Market Volatility in UK Stock Market (Articles)

Yan Yang, Laurence Copeland

Open Journal of Social Sciences Vol.2 No.7, July 14, 2014

DOI: 10.4236/jss.2014.27006 4,307 Downloads 5,973 Views Citations
Pricing and Hedging in Stochastic Volatility Regime Switching Models (Articles)

Stéphane Goutte

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

DOI: 10.4236/jmf.2013.31006 5,222 Downloads 9,544 Views Citations
Food Commodity Prices Volatility: The Role of Biofuels (Articles)

Christopher L. Gilbert, Harriet K. Mugera

Natural Resources Vol.5 No.5, April 29, 2014

DOI: 10.4236/nr.2014.55019 5,507 Downloads 8,356 Views Citations
This article belongs to the Special Issue on Biofuel Research
On Volatility Transmission from Crude Oil to Agricultural Commodities (Articles)

Dilip Kumar

Theoretical Economics Letters Vol.7 No.2, February 3, 2017

DOI: 10.4236/tel.2017.72009 2,031 Downloads 4,602 Views Citations
Time-Varying Volatility Connectedness of Asset Markets: Evidence from Century-Long Data (Articles)

Ting Huang

American Journal of Industrial and Business Management Vol.10 No.2, February 20, 2020

DOI: 10.4236/ajibm.2020.102027 879 Downloads 2,287 Views Citations
Averting Disaster: Leverage Limits for Single-Stock Leveraged ETFs (Articles)

Matthew S. Crouse

Journal of Mathematical Finance Vol.12 No.4, October 21, 2022

DOI: 10.4236/jmf.2022.124033 306 Downloads 1,948 Views Citations
Agricultural Commodity Markets: Reference Point for the Real Value of a Currency (Articles)

Ian McFarlane

Modern Economy Vol.5 No.5, May 23, 2014

DOI: 10.4236/me.2014.55050 4,399 Downloads 6,214 Views Citations
Does the Implied Volatility Index Have Signaling Power? Evidence from Mexico (Articles)

Jin Yong Yang, Junyoung Heo, In-Sung Yeo, Sang-Heon Lee

Modern Economy Vol.5 No.8, July 18, 2014

DOI: 10.4236/me.2014.58080 3,636 Downloads 5,655 Views Citations
Implied Idiosyncratic Volatility and Stock Return Predictability (Articles)

Cesario Mateus, Worawuth Konsilp

Journal of Mathematical Finance Vol.4 No.5, November 26, 2014

DOI: 10.4236/jmf.2014.45032 5,113 Downloads 7,586 Views Citations
The Effect of Money Supply on the Volatility of Korean Stock Market (Articles)

Ki-Hong Choi, Seong-Min Yoon

Modern Economy Vol.6 No.5, May 14, 2015

DOI: 10.4236/me.2015.65052 5,039 Downloads 7,055 Views Citations
Measuring and Comparing the Value-at-Risk Using GARCH and CARR Models for CSI 300 Index (Articles)

Chunchou Wu

Theoretical Economics Letters Vol.8 No.6, April 23, 2018

DOI: 10.4236/tel.2018.86078 1,191 Downloads 5,730 Views Citations
This article belongs to the Special Issue on Computational Economics and Econometrics
Growth and Volatility: An Analysis for the Brazilian Economy (Articles)

Elano Ferreira Arruda, Felipe de Sousa Bastos, Pablo Urano de Carvalho Castelar, Fernando Marques Mansilla, Antônio Clécio de Brito

Theoretical Economics Letters Vol.9 No.7, October 24, 2019

DOI: 10.4236/tel.2019.97165 842 Downloads 2,355 Views Citations
Electronic Ratchet Nanodiodes (Articles)

Kunyuan XU, Gang WANG

Engineering Vol.1 No.2, August 24, 2009

DOI: 10.4236/eng.2009.12015 6,188 Downloads 10,113 Views Citations
Ex-Ante Asymmetric Regulation and Retail Mmarket Competition: Evidence from Europe’s Mobile Industry (Articles)

Edmond Baranes, Cuong Hung Vuong

Technology and Investment Vol.2 No.4, November 4, 2011

DOI: 10.4236/ti.2011.24031 5,955 Downloads 10,681 Views Citations
Experimental Research on Asymmetric R&D Investment of R&D/Product Problem (Articles)

Huayao Zhang

Theoretical Economics Letters Vol.2 No.1, February 23, 2012

DOI: 10.4236/tel.2012.21016 3,996 Downloads 7,629 Views Citations
A Review of Epilepsy Diagnosis Using PET Parameters (Articles)

Yadalam Kiran Kumar, Shashi Bhushan Mehta, Uday Patil

Journal of Behavioral and Brain Science Vol.2 No.3, August 31, 2012

DOI: 10.4236/jbbs.2012.23049 4,920 Downloads 8,369 Views Citations
Credit Constraints and Decisions in Exports: Theory under Asymmetric Information (Articles)

Xin Zhang

Journal of Mathematical Finance Vol.2 No.3, August 31, 2012

DOI: 10.4236/jmf.2012.23026 4,878 Downloads 8,122 Views Citations
Vibrating Drivers for Transportation (Articles)

Ben Zion Sandler, Vladimir Chapsky

Modern Mechanical Engineering Vol.3 No.2, May 23, 2013

DOI: 10.4236/mme.2013.32011 3,953 Downloads 6,858 Views Citations

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