Uncertain Volatility Model - Articles - Scientific Research Publishing

Patterns and Pricing of Idiosyncratic Volatility in the French Stock Market (Articles)

Zhentao Liu, Gilbert V. Nartea, Ji Wu

Theoretical Economics Letters Vol.8 No.1, January 29, 2018

DOI: 10.4236/tel.2018.81005 1,196 Downloads 2,722 Views Citations
This article belongs to the Special Issue on Financial Economics
Volatility Prediction: A Study with Structural Breaks (Articles)

Dilip Kumar

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

DOI: 10.4236/tel.2018.86080 1,203 Downloads 2,836 Views Citations
This article belongs to the Special Issue on Computational Economics and Econometrics
Application of Iterative Approaches in Modeling the Efficiency of ARIMA-GARCH Processes in the Presence of Outliers (Articles)

Emmanuel Alphonsus Akpan, K. E. Lasisi, Ali Adamu, Haruna Bakari Rann

Applied Mathematics Vol.10 No.3, March 29, 2019

DOI: 10.4236/am.2019.103012 1,026 Downloads 2,353 Views Citations
A Full Asymptotic Series of European Call Option Prices in the SABR Model with Beta = 1 (Articles)

Z. Guo, H. Schellhorn

Applied Mathematics Vol.10 No.6, June 28, 2019

DOI: 10.4236/am.2019.106034 847 Downloads 2,092 Views Citations
This article belongs to the Special Issue on Stochastic Process and Stochastic Calculus
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 312 Downloads 1,663 Views Citations
Study on the Volatility of CSI Index Returns 300 Based on GARCH Modeling (Articles)

Zhipeng Cao, Jiayu Zhao

Open Journal of Business and Management Vol.13 No.6, October 16, 2025

DOI: 10.4236/ojbm.2025.136202 89 Downloads 721 Views Citations
Research on Stock Volatility Based on Investor Sentiment and Two-Dimensional Ising Model (Articles)

Jiayi Zhang, Nianguo Mu

Open Journal of Applied Sciences Vol.16 No.5, May 27, 2026

DOI: 10.4236/ojapps.2026.165105 9 Downloads 116 Views Citations
When Strategies Work Too Well: Volatility-Based Investing, Overfitting and the Limits of Empirical Finance (Articles)

Francisco Bogado Valls, Elmar Steurer

Journal of Financial Risk Management Vol.15 No.3, July 13, 2026

DOI: 10.4236/jfrm.2026.153012 14 Downloads 101 Views Citations
LMI Approach to Suboptimal Guaranteed Cost Control for 2-D Discrete Uncertain Systems (Articles)

Amit Dhawan, Haranath Kar

Journal of Signal and Information Processing Vol.2 No.4, November 16, 2011

DOI: 10.4236/jsip.2011.24042 5,689 Downloads 9,729 Views Citations
Robust Optimal H_∞ Control for Uncertain 2-D Discrete State-Delayed Systems Described by the General Model (Articles)

Arun Kumar Singh, Amit Dhawan

Journal of Signal and Information Processing Vol.7 No.2, May 27, 2016

DOI: 10.4236/jsip.2016.72011 2,878 Downloads 4,198 Views Citations
Selection of Heteroscedastic Models: A Time Series Forecasting Approach (Articles)

Imoh Udo Moffat, Emmanuel Alphonsus Akpan

Applied Mathematics Vol.10 No.5, May 23, 2019

DOI: 10.4236/am.2019.105024 916 Downloads 2,831 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 4,147 Downloads 6,893 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 2,890 Downloads 4,176 Views Citations
Malliavin Differentiability of CEV-Type Heston Model (Articles)

Shota Tsumurai

Journal of Mathematical Finance Vol.10 No.1, February 26, 2020

DOI: 10.4236/jmf.2020.101012 778 Downloads 1,859 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 707 Downloads 4,011 Views Citations
Delay-Dependent Robust H_∞ Control for Uncertain 2-D Discrete State Delay Systems Described by the General Model (Articles)

Arun Kumar Singh, Akshata Tandon, Amit Dhawan

Circuits and Systems Vol.7 No.11, September 13, 2016

DOI: 10.4236/cs.2016.711308 1,517 Downloads 2,955 Views Citations
Single Parameter Entropy of Uncertain Variables (Articles)

Jiajun Liu, Liang Lin, Shuai Wu

Applied Mathematics Vol.3 No.8, August 1, 2012

DOI: 10.4236/am.2012.38131 4,969 Downloads 7,420 Views Citations
Shannon Entropy in Distributed Scientific Calculations on Mobiles Ad-Hoc Networks (MANETs) (Articles)

Pablo José Iuliano, Luís Marrone

Communications and Network Vol.5 No.3C, October 4, 2013

DOI: 10.4236/cn.2013.53B2076 4,461 Downloads 6,394 Views Citations
An Overview on Omnichannel Inventory Strategy under Uncertain Demand (Articles)

Qian Du

American Journal of Industrial and Business Management Vol.11 No.5, May 25, 2021

DOI: 10.4236/ajibm.2021.115033 801 Downloads 3,452 Views Citations
An Explicit Solution for a Portfolio Selection Problem with Stochastic Volatility (Articles)

Albert N. Sandjo, Fabrice Colin, Salissou Moutari

Journal of Mathematical Finance Vol.7 No.1, February 28, 2017

DOI: 10.4236/jmf.2017.71011 2,115 Downloads 4,565 Views Citations

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