Volatility Value - Articles - Scientific Research Publishing

Research on the Daily Volatility Measure Considering the Impact of Overnight Variance and Time Segment in Chinese Stock Market (Articles)

Yu Shi, Handong Li

Journal of Mathematical Finance Vol.8 No.3, August 7, 2018

DOI: 10.4236/jmf.2018.83035 1,228 Downloads 2,809 Views Citations
This article belongs to the Special Issue on Financial Market Volatility
Do Leveraged ETFs Increase Volatility (Articles)

William J. Trainor

Technology and Investment Vol.1 No.3, August 27, 2010

DOI: 10.4236/ti.2010.13026 10,164 Downloads 18,475 Views Citations
Are Sunspots Stabilizing? (Articles)

Paul Shea

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

DOI: 10.4236/tel.2011.13023 7,336 Downloads 11,644 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 7,545 Downloads 11,841 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
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 9,670 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 8,489 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 4,729 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 2,346 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 2,143 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 6,306 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 5,738 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 7,694 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 7,141 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 5,806 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 2,421 Views Citations
Empirical Analysis of Potential Put-Call Parity Arbitrage Opportunities with Particular Focus on the Shanghai Stock Exchange 50 Index (Articles)

Elmar Steurer, Ernst J. Fahling, Jiali Du

Journal of Financial Risk Management Vol.11 No.1, January 29, 2022

DOI: 10.4236/jfrm.2022.111003 579 Downloads 3,487 Views Citations
On the Value Connotation of MOOC and Value Orientation of Development of Chinese MOOC (Articles)

Zhaoyang Xu

Open Journal of Social Sciences Vol.4 No.1, January 14, 2016

DOI: 10.4236/jss.2016.41002 2,870 Downloads 4,037 Views Citations
Impact of Macroeconomic Volatility on Stock Market Volatility in Bangladesh (Articles)

Md. Rafiqul Matin

Journal of Financial Risk Management Vol.12 No.3, September 20, 2023

DOI: 10.4236/jfrm.2023.123013 471 Downloads 2,069 Views Citations
Effects of Exchange Rate Volatility on Trade in Some Selected Sub-Saharan African Countries (Articles)

David Olayungbo, Olalekan Yinusa, Anthony Akinlo

Modern Economy Vol.2 No.4, September 21, 2011

DOI: 10.4236/me.2011.24059 6,960 Downloads 12,936 Views Citations

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