Time-Varying Volatility - Articles - Scientific Research Publishing

A Hierarchical Evaluation Method for Dominant Flow Fields in the Ultra-High Water Cut Stage Based on Viscous Fingering Characterization (Articles)

Qiang Sun, Guangming Pan, Longlong Zhang, Yichao Zhang, Yanan Xu

Journal of Power and Energy Engineering Vol.13 No.11, November 24, 2025

DOI: 10.4236/jpee.2025.1311004 51 Downloads 300 Views Citations
Wavelet-Based Nonstationary Wind Speed Model in Dongting Lake Cable-Stayed Bridge (Articles)

Xuhui He, Jun Fang, Andrew Scanlon, Zhengqing Chen

Engineering Vol.2 No.11, November 26, 2010

DOI: 10.4236/eng.2010.211113 5,512 Downloads 10,935 Views Citations
Survival Model Inference Using Functions of Brownian Motion (Articles)

John O’Quigley

Applied Mathematics Vol.3 No.6, June 27, 2012

DOI: 10.4236/am.2012.36098 4,026 Downloads 7,296 Views Citations
Stochastic Modeling and Power Control of Time-Varying Wireless Communication Networks (Articles)

Mohammed M. Olama, Seddik M. Djouadi, Charalambos D. Charalambous

Communications and Network Vol.6 No.3, August 7, 2014

DOI: 10.4236/cn.2014.63017 3,104 Downloads 4,387 Views Citations
5D World-Universe Model. Neutrinos. The World (Articles)

Vladimir S. Netchitailo

Journal of High Energy Physics, Gravitation and Cosmology Vol.2 No.1, December 25, 2015

DOI: 10.4236/jhepgc.2016.21001 3,612 Downloads 6,673 Views Citations
Variable-Order Fractional Derivatives in Financial Systems (Articles)

Hunida Malaikah, Jawaher Faisal Al-Abdali

Applied Mathematics Vol.16 No.6, June 24, 2025

DOI: 10.4236/am.2025.166025 137 Downloads 851 Views Citations
Volatility Forecasting and Volatility Risk Premium (Articles)

Jingfei Cheng

Journal of Applied Mathematics and Physics Vol.3 No.1, January 28, 2015

DOI: 10.4236/jamp.2015.31014 6,942 Downloads 9,345 Views Citations
Evaluating Volatility Forecasts with Ultra-High-Frequency Data—Evidence from the Australian Equity Market (Articles)

Kai Zhang, Lurion De Mello, Mehdi Sadeghi

Theoretical Economics Letters Vol.8 No.1, January 4, 2018

DOI: 10.4236/tel.2018.81001 1,450 Downloads 3,868 Views Citations
This article belongs to the Special Issue on Financial Economics
Next Level in Risk Management? Hedging and Trading Strategies of Volatility Derivatives Using VIX Futures (Articles)

Ernst J. Fahling, Elmar Steurer, Tobias Schädler, Adrian Volz

Journal of Financial Risk Management Vol.7 No.4, December 29, 2018

DOI: 10.4236/jfrm.2018.74024 1,773 Downloads 6,343 Views Citations
Characterizing the Volatility Transmission across International Stock Markets (Articles)

Amarnath Mitra, Vishwanathan Iyer, Anto Joseph

Theoretical Economics Letters Vol.5 No.4, August 24, 2015

DOI: 10.4236/tel.2015.54067 3,716 Downloads 5,766 Views Citations
Inferring Volatility from the Yield Curve (Articles)

Vincent Brousseau, Alain Durré

Journal of Mathematical Finance Vol.5 No.3, August 28, 2015

DOI: 10.4236/jmf.2015.53026 6,052 Downloads 7,591 Views Citations
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 1,226 Downloads 2,799 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 10,157 Downloads 18,454 Views Citations
Are Sunspots Stabilizing? (Articles)

Paul Shea

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

DOI: 10.4236/tel.2011.13023 7,332 Downloads 11,635 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 7,539 Downloads 11,822 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 4,381 Downloads 6,077 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 5,301 Downloads 9,664 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 5,575 Downloads 8,479 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 2,082 Downloads 4,721 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 347 Downloads 2,127 Views Citations

First <...345 ...>Last

	[email protected]
	+86 18163351462 (WhatsApp)
	1655362766
	SCIRP WeChat

All	Title	Abstract	Keywords
DOI	Author	Journal	Affiliation
ISSN	Subject

	[email protected]
	+86 18163351462(WhatsApp)
	1655362766

	Paper Publishing WeChat

Browse Subjects

Publish with us

Home

About SCIRP

Service

Policies