Volatility Decomposition - Articles - Scientific Research Publishing

Optimal Entry and Exit Strategy under Uncertainty with Stochastic Volatility (Articles)

Jinwu Huang

Journal of Mathematical Finance Vol.10 No.1, February 26, 2020

DOI: 10.4236/jmf.2020.101011 968 Downloads 2,101 Views Citations
Exchange Rate Volatility and Economic Growth in the Democratic Republic of Congo (DRC) (Articles)

Allegra Kabamba Mbuyi, Catherine Kato-Kale Kakasi, Clément Muya Ntumba, Elvis Imbaleva Mpebale

Modern Economy Vol.13 No.5, May 31, 2022

DOI: 10.4236/me.2022.135039 536 Downloads 2,878 Views Citations
An Analysis of Gold and US Equity (Articles)

Chikashi Tsuji

Modern Economy Vol.14 No.4, April 30, 2023

DOI: 10.4236/me.2023.144024 271 Downloads 1,030 Views Citations
The Volatility of Capital Structure in Brazil—An Empirical Analysis (Articles)

António Lourenço, Fernando Reis

Open Journal of Business and Management Vol.11 No.3, May 24, 2023

DOI: 10.4236/ojbm.2023.113065 344 Downloads 1,522 Views Citations
An Option Valuation Formula for Stochastic Volatility Driven by GARCH Processes (Articles)

Zhongmin Qian, Xingcheng Xu

Journal of Mathematical Finance Vol.13 No.2, May 31, 2023

DOI: 10.4236/jmf.2023.132015 400 Downloads 1,767 Views Citations
Bitcoin and Stock Returns: An Empirical Study (Articles)

Chikashi Tsuji

iBusiness Vol.15 No.2, June 12, 2023

DOI: 10.4236/ib.2023.152011 300 Downloads 1,572 Views Citations
A Note about Characterization of Calendar Spread Arbitrage in eSSVI Surfaces (Articles)

Leo Pasquazzi

Theoretical Economics Letters Vol.13 No.5, October 30, 2023

DOI: 10.4236/tel.2023.135075 183 Downloads 1,147 Views Citations
Volatility Analysis and Cryptocurrency Interconnections (Articles)

Maria-Cristina Zwak-Cantoriu, Lucian Claudiu Anghel

Theoretical Economics Letters Vol.14 No.2, April 16, 2024

DOI: 10.4236/tel.2024.142025 306 Downloads 1,284 Views Citations
Modeling Cryptocurrency Market Volatility during FOMC Announcements: Evidence from High-Frequency Data (Articles)

Barış Falay

Journal of Mathematical Finance Vol.14 No.4, September 24, 2024

DOI: 10.4236/jmf.2024.144022 222 Downloads 1,895 Views Citations
Some New Estimators of Integrated Volatility (Articles)

Jaya P. N. Bishwal

Open Journal of Statistics Vol.1 No.2, July 29, 2011

DOI: 10.4236/ojs.2011.12008 5,194 Downloads 9,013 Views Citations
Modeling Exchange Rate Dynamics in Egypt: Observed and Unobserved Volatility (Articles)

Dina Rofael, Rana Hosni

Modern Economy Vol.6 No.1, January 14, 2015

DOI: 10.4236/me.2015.61006 4,696 Downloads 6,871 Views Citations
Performance of the Heston’s Stochastic Volatility Model: A Study in Indian Index Options Market (Articles)

Shivam Singh, Alok Dixit

Theoretical Economics Letters Vol.6 No.2, April 6, 2016

DOI: 10.4236/tel.2016.62018 2,701 Downloads 5,594 Views Citations
Linkage between India Implied Volatility Index and Stock Index Returns (Articles)

Palamalai Srinivasan, R. D. Vasudevan

Theoretical Economics Letters Vol.7 No.4, June 16, 2017

DOI: 10.4236/tel.2017.74063 1,892 Downloads 5,216 Views Citations
Modelling and Forecasting Unbiased Extreme Value Volatility Estimator: A Study Based on EUR/USD Exchange Rate (Articles)

Dilip Kumar

Theoretical Economics Letters Vol.8 No.9, June 13, 2018

DOI: 10.4236/tel.2018.89102 1,036 Downloads 2,333 Views Citations
This article belongs to the Special Issue on Financial Modeling
Modelling Stochastic Volatility in the Kenyan Securities Market Using Hidden Markov Models (Articles)

Matilda B. Bosire, Samuel Chege Maina

Journal of Financial Risk Management Vol.10 No.3, September 30, 2021

DOI: 10.4236/jfrm.2021.103021 591 Downloads 2,465 Views Citations
Forecasting Crude Oil Price Volatility by Heston Model (Articles)

Patrick Kandege Mwanakatwe, Joanitha Daniel, Kulwa Roberth Nzungu

Journal of Mathematical Finance Vol.13 No.3, August 29, 2023

DOI: 10.4236/jmf.2023.133026 400 Downloads 1,857 Views Citations
Efficient Frontiers and Volatility Spreads of Convertible Bonds: Evidence from the Chinese Financial Market (Articles)

Yutong Wu

Modern Economy Vol.16 No.8, August 15, 2025

DOI: 10.4236/me.2025.168058 115 Downloads 738 Views Citations
Solving Linear Systems via Composition of their Clans (Articles)

Dmitry A. ZAITSEV

Intelligent Information Management Vol.1 No.2, November 30, 2009

DOI: 10.4236/iim.2009.12012 5,406 Downloads 9,070 Views Citations
Time Domain Signal Analysis Using Wavelet Packet Decomposition Approach (Articles)

M. Y. Gokhale, Daljeet Kaur Khanduja

International Journal of Communications, Network and System Sciences Vol.3 No.3, March 31, 2010

DOI: 10.4236/ijcns.2010.33041 13,266 Downloads 23,407 Views Citations
Chemical Reaction and Crystalline Procedure of Bismuth Titanate Nanoparticles Derived by Metalorganic Decomposition Technique (Articles)

Weiliang Liu, Xinqiang Wang, Dong Tian, Chenglong Xiao, Zengjiang Wei, Shouhua Chen

Materials Sciences and Applications Vol.1 No.2, June 30, 2010

DOI: 10.4236/msa.2010.12016 6,094 Downloads 10,494 Views Citations

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