Volatility Regimes - Articles - Scientific Research Publishing

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 5,165 Downloads 7,683 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 5,803 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 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
Simulating Site-Specific Effects of a Changing Climate on Jack Pine Productivity Using a Modified Variant of the CROPLANNER Model (Articles)

Peter F. Newton

Open Journal of Forestry Vol.2 No.1, January 19, 2012

DOI: 10.4236/ojf.2012.21004 4,120 Downloads 7,491 Views Citations
Modeling the Parking Pricing of Multiple Parking Facilities under Different Operation Regimes (Articles)

Fan Wenbo, Muhammad Babar Khan

Journal of Transportation Technologies Vol.2 No.3, July 23, 2012

DOI: 10.4236/jtts.2012.23028 5,042 Downloads 8,906 Views Citations
Model for stock-recruitment dynamics of the Peruvian anchoveta (Eugraulis ringens) off Peru (Articles)

Ashneel A. Singh, Kazumi Sakuramoto, Naoki Suzuki

Agricultural Sciences Vol.5 No.2, February 14, 2014

DOI: 10.4236/as.2014.52017 3,594 Downloads 5,905 Views Citations
Seed Germination and Effects of Three Watering Regimes on the Growth of Dialium guineense (Wild) Seedlings (Articles)

O. Olajide, A. A. Oyedeji, G. S. Tom, J. Kayode

American Journal of Plant Sciences Vol.5 No.20, September 29, 2014

DOI: 10.4236/ajps.2014.520321 3,128 Downloads 5,638 Views Citations
Switching Regimes in Economics: The Contraction Mapping and the ω-Limit Set (Articles)

Pascal Stiefenhofer, Peter Giesl

Applied Mathematics Vol.10 No.7, July 3, 2019

DOI: 10.4236/am.2019.107035 759 Downloads 1,769 Views Citations
This article belongs to the Special Issue on Differential Dynamic System
Subsurface Characterization for Groundwater Management nearby the Unfinished Obelisk Archeological Site, Aswan Governorate, Egypt (Articles)

Abdulaziz M. Abdulaziz

Open Journal of Geology Vol.9 No.11, October 23, 2019

DOI: 10.4236/ojg.2019.911094 797 Downloads 1,826 Views Citations
The WTO and the Paris Agreement: A Dialogue on Climate Change Mitigation (Articles)

Andréia Costa Vieira

Beijing Law Review Vol.11 No.2, April 10, 2020

DOI: 10.4236/blr.2020.112025 1,142 Downloads 3,237 Views Citations
Spatio-Temporal Characterization of Wind Regimes in the Algerian Basin: Implications for Offshore Wind Energy Development (Articles)

Redouane Larbi Boufeniza, Benyahia Firad, Malika Brihoum, Meriem Chahrour

Open Access Library Journal Vol.13 No.4, April 3, 2026

DOI: 10.4236/oalib.1115079 32 Downloads 246 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 470 Downloads 2,062 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 7,721 Downloads 13,806 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 23,895 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 10,861 Views Citations

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