Volatility Models - Articles - Scientific Research Publishing

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 873 Downloads 2,417 Views Citations
Fair Value and Its Economic Consequence on the Volatility Measures of Earnings, Stock Price and Government Debt Yield (Articles)

Lan Sun

Theoretical Economics Letters Vol.4 No.9, December 22, 2014

DOI: 10.4236/tel.2014.49114 10,209 Downloads 12,878 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 577 Downloads 3,474 Views Citations
Mass Spectrum in the Minimal Supersymmetric 3-3-1 Model (Articles)

Marcos Cardoso Rodriguez

Journal of Modern Physics Vol.2 No.10, October 21, 2011

DOI: 10.4236/jmp.2011.210149 6,085 Downloads 9,533 Views Citations
Flat Directions and Leptogenesis in a “New” uv SSM (Articles)

Marcos Cardoso Rodriguez, Ion Vasile Vancea

Open Access Library Journal Vol.4 No.4, April 12, 2017

DOI: 10.4236/oalib.1103405 876 Downloads 1,905 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 6,958 Downloads 12,928 Views Citations
Recurrent Support and Relevance Vector Machines Based Model with Application to Forecasting Volatility of Financial Returns (Articles)

Altaf Hossain, Mohammed Nasser

Journal of Intelligent Learning Systems and Applications Vol.3 No.4, November 29, 2011

DOI: 10.4236/jilsa.2011.34026 7,719 Downloads 13,803 Views Citations
Forecasting Volatility of Gold Price Using Markov Regime Switching and Trading Strategy (Articles)

Nop Sopipan, Pairote Sattayatham, Bhusana Premanode

Journal of Mathematical Finance Vol.2 No.1, February 28, 2012

DOI: 10.4236/jmf.2012.21014 10,306 Downloads 23,894 Views Citations
Black-Scholes Option Pricing Model Modified to Admit a Miniscule Drift Can Reproduce the Volatility Smile (Articles)

Matthew C. Modisett, James A. Powell

Applied Mathematics Vol.3 No.6, June 26, 2012

DOI: 10.4236/am.2012.36093 7,627 Downloads 12,336 Views Citations
Relationship between Trading Volume and Asymmetric Volatility in the Korean Stock Market (Articles)

Ki-Hong Choi, Zhu-Hua Jiang, Sang Hoon Kang, Seong-Min Yoon

Modern Economy Vol.3 No.5, September 29, 2012

DOI: 10.4236/me.2012.35077 6,526 Downloads 10,859 Views Citations
Conditional Heteroscedasticity in Streamflow Process: Paradox or Reality? (Articles)

Martins Yusuf Otache, Isiguzo Edwin Ahaneku, Abubakar Sadeeq Mohammed, John Jiya Musa

Open Journal of Modern Hydrology Vol.2 No.4, October 16, 2012

DOI: 10.4236/ojmh.2012.24010 4,152 Downloads 7,484 Views Citations
Cointegration between Exchange Rate Volatility and Key Macroeconomic Fundamentals: Evidence from Nigeria (Articles)

Edet Joshua Udoh, Sunday Brownson Akpan, Daniel Etim John, Inimfon Vincent Patrick

Modern Economy Vol.3 No.7, November 29, 2012

DOI: 10.4236/me.2012.37108 6,162 Downloads 10,523 Views Citations
Behind the Rejection of Alternative Measures of Implied Equity Volatility: A Note (Articles)

G. D. Hancock

Journal of Financial Risk Management Vol.2 No.1, March 28, 2013

DOI: 10.4236/jfrm.2013.21002 3,952 Downloads 7,764 Views Citations
The Empirical Study about Introduction of Stock Index Futures on the Volatility of Spot Market (Articles)

Guiliang Tian, Huixiangzi Zheng

iBusiness Vol.5 No.3B, November 8, 2013

DOI: 10.4236/ib.2013.53B024 5,606 Downloads 8,130 Views Citations
Financial Crisis in Retrospect: Bad Luck or Bad Policies? (Articles)

Gregory M. Dempster, Justin P. Isaacs

Theoretical Economics Letters Vol.4 No.1, February 18, 2014

DOI: 10.4236/tel.2014.41013 4,550 Downloads 6,966 Views Citations
A Comparison of Spillover Effects before, during and after the 2008 Financial Crisis (Articles)

Alethea Rea, William Rea, Marco Reale, Carl Scarrott

Applied Mathematics Vol.5 No.4, March 10, 2014

DOI: 10.4236/am.2014.54057 4,194 Downloads 6,270 Views Citations
Study on the Extreme Risk Spillover between China and World Stock Market after China’s Share Structure Reform (Articles)

Liangyu Wang

Journal of Financial Risk Management Vol.3 No.2, June 12, 2014

DOI: 10.4236/jfrm.2014.32006 3,367 Downloads 5,844 Views Citations
Testing the Long-Memory Features in Return and Volatility of NSE Index (Articles)

Naseem Ahamed, Mamoni Kalita, Aviral Kumar Tiwari

Theoretical Economics Letters Vol.5 No.3, June 29, 2015

DOI: 10.4236/tel.2015.53050 3,183 Downloads 4,550 Views Citations
Intraday Periodicity and Long Memory Volatility in Hong Kong Stock Market (Articles)

Wei Dai, Dejun Xie, Bianxia Sun

Open Journal of Social Sciences Vol.3 No.7, July 14, 2015

DOI: 10.4236/jss.2015.37011 3,656 Downloads 5,154 Views Citations
The Impact of Margin Trading on Volatility of Stock Market: Evidence from SSE 50 Index (Articles)

Muwei Chen

Journal of Financial Risk Management Vol.5 No.3, September 29, 2016

DOI: 10.4236/jfrm.2016.53018 3,104 Downloads 8,513 Views Citations

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