Multivariate Volatility Processes - Articles - Scientific Research Publishing

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 7,543 Downloads 11,834 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 4,384 Downloads 6,083 Views Citations
Statistical Analyses of ASE Noise (Articles)

Mingxiang Gui, Huang Jing

Optics and Photonics Journal Vol.7 No.10, October 24, 2017

DOI: 10.4236/opj.2017.710016 1,186 Downloads 2,374 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 5,305 Downloads 9,669 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 5,577 Downloads 8,486 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 2,083 Downloads 4,727 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 895 Downloads 2,343 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 348 Downloads 2,140 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 4,432 Downloads 6,303 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 3,680 Downloads 5,737 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 5,167 Downloads 7,688 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 5,079 Downloads 7,140 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 1,209 Downloads 5,805 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 874 Downloads 2,419 Views Citations
Multivariate Chemometric Analysis of a Polluted River of a Megalopolis (Articles)

Alejandro Gabriel García-Reiriz, Jorge Federico Magallanes, Marjan Vracko, Jure Zupan, Silvia Reich, Daniel Salvador Cicerone

Journal of Environmental Protection Vol.2 No.7, September 28, 2011

DOI: 10.4236/jep.2011.27103 6,010 Downloads 11,368 Views Citations
Influence of agronomic variables on quality of tomato fruits (Articles)

Marcos Hernández Suárez, Eladia Peña Méndez, Beatriz Rodríguez Galdón, Elena Rodríguez Rodríguez, Carlos Díaz Romero

Agricultural Sciences Vol.2 No.4, November 25, 2011

DOI: 10.4236/as.2011.24054 7,867 Downloads 14,474 Views Citations
Evaluation of Variations in Seed Vigour Characters of West African Rice (Oryza sativa L.) Genotypes Using Multivariate Technique (Articles)

M. A. Adebisi, F. S. Okelola, M. O. Ajala, T. O. Kehinde, I. O. Daniel, O. O. Ajani

American Journal of Plant Sciences Vol.4 No.2, February 27, 2013

DOI: 10.4236/ajps.2013.42047 7,219 Downloads 10,633 Views Citations
Comparative Analysis of Three Torbangun Clones (Plectranthus amboinicus (Lour.) Spreng) Based on Phenotypic Characteristics and Phenolic Content (Articles)

Nuri Andarwulan, Nancy Dewi Yuliana, Elva Hasna, Sandra Arifin Aziz, Tim D. Davis

American Journal of Plant Sciences Vol.5 No.24, December 1, 2014

DOI: 10.4236/ajps.2014.524383 3,693 Downloads 5,373 Views Citations
Holistic Evaluation of the Morbidity Due to Diabetes Mellitus Type 2 and Its Main Risk Factors in the State of San Luis Potosi, Mexico (Articles)

Gaytán-Hernández Darío, Domínguez-Cortinas Gabriela, Mejía-Saavedra José de Jesús, Márquez-Mireles Leonardo Ernesto

Journal of Diabetes Mellitus Vol.5 No.1, February 11, 2015

DOI: 10.4236/jdm.2015.51005 4,001 Downloads 5,556 Views Citations
Fruit and Vegetable Nutrition Value Assessment and Replacement Based on the Principal Component Analysis and Cluster Analysis (Articles)

Xiuhua Liang, Guangming Deng, Bin Yan

Applied Mathematics Vol.6 No.9, August 24, 2015

DOI: 10.4236/am.2015.69144 4,657 Downloads 6,867 Views Citations

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