Volatility Prediction - Articles - Scientific Research Publishing

Relative Performance Evaluation of Competing Crude Oil Prices’ Volatility Forecasting Models: A Slacks-Based Super-Efficiency DEA Model (Articles)

Jamal Ouenniche, Bing Xu, Kaoru Tone

American Journal of Operations Research Vol.4 No.4, July 10, 2014

DOI: 10.4236/ajor.2014.44023 3,765 Downloads 5,846 Views Citations
A Linear Regression Approach for Determining Explicit Expressions for Option Prices for Equity Option Pricing Models with Dependent Volatility and Return Processes (Articles)

Raj Jagannathan

Journal of Mathematical Finance Vol.6 No.2, May 19, 2016

DOI: 10.4236/jmf.2016.62026 3,212 Downloads 5,181 Views Citations
A Co-Integration Analysis of the Interdependencies between Crude Oil and Distillate Fuel Prices (Articles)

Jane Aduda, Patrick Weke, Philip Ngare

Journal of Mathematical Finance Vol.8 No.2, May 31, 2018

DOI: 10.4236/jmf.2018.82030 1,087 Downloads 2,737 Views Citations
Stochastic Ito-Calculus and Numerical Approximations for Asset Price Forecasting in the Nigerian Stock Market (Articles)

Thomas Chinwe Urama, Patrick Oseloka Ezepue

Journal of Mathematical Finance Vol.8 No.4, November 12, 2018

DOI: 10.4236/jmf.2018.84041 2,538 Downloads 4,859 Views Citations
This article belongs to the Special Issue on Stochastic Methods and Finance
Study of Volatility Stochastic Processes in the Context of Solvency Forecasting for Sri Lankan Life Insurers (Articles)

Ashika Mendis

Open Journal of Statistics Vol.11 No.1, January 20, 2021

DOI: 10.4236/ojs.2021.111004 1,017 Downloads 4,380 Views Citations
This article belongs to the Special Issue on Statistical Modeling and Analysis
A Theoretical Appraisal of Elaborating a Stock Market Prudential Surveillance System Based on a Conceptual Model of Integration of the Financial Sectors and Market Risk Mitigation (Articles)

Mohamed Miras Marzouki, Hella Guerchi Mehri

Modern Economy Vol.13 No.12, December 27, 2022

DOI: 10.4236/me.2022.1312084 283 Downloads 1,170 Views Citations
Asset Pricing Models and the Performance of European Energy Indices (Articles)

Georgios Galyfianakis

Theoretical Economics Letters Vol.14 No.2, April 7, 2024

DOI: 10.4236/tel.2024.142022 277 Downloads 1,080 Views Citations
Pricing Multi-Strike Quanto Call Options on Multiple Assets with Stochastic Volatility, Correlation, and Exchange Rates (Articles)

Boris Ter-Avanesov, Gunter Meissner

Applied Mathematics Vol.16 No.1, January 27, 2025

DOI: 10.4236/am.2025.161005 95 Downloads 804 Views Citations
A Tight Prediction Interval for False Discovery Proportion under Dependence (Articles)

Shulian Shang, Mengling Liu, Yongzhao Shao

Open Journal of Statistics Vol.2 No.2, April 23, 2012

DOI: 10.4236/ojs.2012.22018 4,990 Downloads 8,489 Views Citations
Inference on Constant-Partially Accelerated Life Tests for Mixture of Pareto Distributions under Progressive Type-II Censoring (Articles)

Tahani A. Abushal, Areej M. AL-Zaydi

Open Journal of Statistics Vol.7 No.2, April 27, 2017

DOI: 10.4236/ojs.2017.72024 1,904 Downloads 3,689 Views Citations
A Meta-Learning Approach for Aircraft Trajectory Prediction (Articles)

Syed Ibtehaj Raza Rizvi, Jamal Habibi Markani, René Jr. Landry

Communications and Network Vol.15 No.2, May 31, 2023

DOI: 10.4236/cn.2023.152004 571 Downloads 3,534 Views Citations
Optimizing Bank Loan Approval with Binary Classification Method and Deep Learning Model (Articles)

Abdalla Mahgoub

Open Journal of Business and Management Vol.12 No.3, May 31, 2024

DOI: 10.4236/ojbm.2024.123104 347 Downloads 1,710 Views Citations
Knowledge Management of Software Productivity and Development Time (Articles)

James A. Rodger, Pankaj Pankaj, Ata Nahouraii

Journal of Software Engineering and Applications Vol.4 No.11, November 21, 2011

DOI: 10.4236/jsea.2011.411072 5,031 Downloads 9,491 Views Citations
Intrinsic Prices of Risk (Articles)

Truc Le

Journal of Mathematical Finance Vol.4 No.5, November 19, 2014

DOI: 10.4236/jmf.2014.45029 5,047 Downloads 6,915 Views Citations
Geometric Fractional Brownian Motion Perturbed by Fractional Ornstein-Uhlenbeck Process and Application on KLCI Option Pricing (Articles)

Mohammed Alhagyan, Masnita Misiran, Zurni Omar

Open Access Library Journal Vol.3 No.8, August 19, 2016

DOI: 10.4236/oalib.1102863 1,639 Downloads 3,376 Views Citations
Microarray Analysis Using Rank Order Statistics for ARCH Residual Empirical Process (Articles)

Hiroko Kato Solvang, Masanobu Taniguchi

Open Journal of Statistics Vol.7 No.1, February 20, 2017

DOI: 10.4236/ojs.2017.71005 1,644 Downloads 3,159 Views Citations
Fast Fourier Transform Based Computation of American Options under Economic Recession Induced Volatility Uncertainty (Articles)

Philip Ajibola Bankole, Olabisi O. Ugbebor

Journal of Mathematical Finance Vol.9 No.3, August 22, 2019

DOI: 10.4236/jmf.2019.93026 882 Downloads 2,663 Views Citations
Impact of Economic Uncertainty Related to Stock Market Uncertainty during the COVID-19 Pandemic Epidemic (Articles)

Yue Jin

Journal of Financial Risk Management Vol.11 No.4, December 30, 2022

DOI: 10.4236/jfrm.2022.114038 851 Downloads 2,814 Views Citations
Multidimensional Trade and Golden Rule in Africa West: Analogical Econometrics versus Numerical Econometrics (Articles)

Kcodgoh L. Edgeweblime

Theoretical Economics Letters Vol.15 No.1, December 30, 2024

DOI: 10.4236/tel.2025.151002 96 Downloads 546 Views Citations
Dynamic Volatility Spillovers among Green Bonds, Green Stocks and Carbon Markets under the COVID-19: Evidence from China (Articles)

Siya Ye, Haomin Zhang, Qiao Lou

American Journal of Industrial and Business Management Vol.15 No.1, January 21, 2025

DOI: 10.4236/ajibm.2025.151004 159 Downloads 888 Views Citations

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