Stochastic Volatility - Articles - Scientific Research Publishing

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 306 Downloads 1,948 Views Citations
Agricultural Commodity Markets: Reference Point for the Real Value of a Currency (Articles)

Ian McFarlane

Modern Economy Vol.5 No.5, May 23, 2014

DOI: 10.4236/me.2014.55050 4,399 Downloads 6,214 Views Citations
Does the Implied Volatility Index Have Signaling Power? Evidence from Mexico (Articles)

Jin Yong Yang, Junyoung Heo, In-Sung Yeo, Sang-Heon Lee

Modern Economy Vol.5 No.8, July 18, 2014

DOI: 10.4236/me.2014.58080 3,636 Downloads 5,655 Views Citations
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 5,113 Downloads 7,586 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 5,039 Downloads 7,055 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 1,191 Downloads 5,730 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 842 Downloads 2,355 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 10,149 Downloads 12,761 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 536 Downloads 3,197 Views Citations
Statistical Wave Equation for Nonrelativistic Rigid Body Motions (Articles)

George H. Goedecke

Journal of Modern Physics Vol.8 No.12, November 10, 2017

DOI: 10.4236/jmp.2017.812114 867 Downloads 1,979 Views Citations
Statistical Description of Nonrelativistic Classical Systems (Articles)

George H. Goedecke

Journal of Modern Physics Vol.8 No.5, April 25, 2017

DOI: 10.4236/jmp.2017.85050 1,719 Downloads 3,137 Views Citations
General Closed-Form Solutions to the Dynamic Optimization Problem in Incomplete Markets (Articles)

Moawia Alghalith

Applied Mathematics Vol.2 No.4, March 31, 2011

DOI: 10.4236/am.2011.24054 4,571 Downloads 8,919 Views Citations
An Alternative Method of Stochastic Optimization: The Portfolio Model (Articles)

Moawia Alghalith

Applied Mathematics Vol.2 No.7, July 15, 2011

DOI: 10.4236/am.2011.27123 4,873 Downloads 9,415 Views Citations
Generalized Stochastic Processes: The Portfolio Model (Articles)

Moawia Alghalith

Journal of Mathematical Finance Vol.2 No.2, May 23, 2012

DOI: 10.4236/jmf.2012.22022 4,319 Downloads 8,575 Views Citations
Construction of Zero Autocorrelation Stochastic Waveforms (Articles)

Somantika Datta

Advances in Pure Mathematics Vol.2 No.6, November 29, 2012

DOI: 10.4236/apm.2012.26065 4,552 Downloads 7,312 Views Citations
Calculating First Moments and Confidence Intervals for Generalized Stochastic Dividend Discount Models (Articles)

William J. Hurley

Journal of Mathematical Finance Vol.3 No.2, May 24, 2013

DOI: 10.4236/jmf.2013.32027 5,884 Downloads 9,387 Views Citations
Density Functions and Descriptive Statistics for Distance Measures in Cartesian Space (Articles)

Patrick R. McMullen

American Journal of Operations Research Vol.15 No.5, August 29, 2025

DOI: 10.4236/ajor.2025.155008 100 Downloads 627 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 422 Downloads 1,957 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 6,927 Downloads 12,854 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 7,653 Downloads 13,687 Views Citations

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