Stochastic Volatility Model - Articles - Scientific Research Publishing

Volatility Prediction: A Study with Structural Breaks (Articles)

Dilip Kumar

Theoretical Economics Letters Vol.8 No.6, April 23, 2018

DOI: 10.4236/tel.2018.86080 1,157 Downloads 2,745 Views Citations
This article belongs to the Special Issue on Computational Economics and Econometrics
Application of Iterative Approaches in Modeling the Efficiency of ARIMA-GARCH Processes in the Presence of Outliers (Articles)

Emmanuel Alphonsus Akpan, K. E. Lasisi, Ali Adamu, Haruna Bakari Rann

Applied Mathematics Vol.10 No.3, March 29, 2019

DOI: 10.4236/am.2019.103012 990 Downloads 2,284 Views Citations
Forecasting Volatility Based on a New Combined HAR-Type Model with Long Memory and Switching Regime: Empirical Evidence from Equity Realized Volatility (Articles)

Yirong Huang, Zhonglin Wan, Hongyan Li, Yi Luo

Journal of Mathematical Finance Vol.14 No.1, February 27, 2024

DOI: 10.4236/jmf.2024.141005 278 Downloads 1,472 Views Citations
Study on the Volatility of CSI Index Returns 300 Based on GARCH Modeling (Articles)

Zhipeng Cao, Jiayu Zhao

Open Journal of Business and Management Vol.13 No.6, October 16, 2025

DOI: 10.4236/ojbm.2025.136202 83 Downloads 597 Views Citations
Research on Stock Volatility Based on Investor Sentiment and Two-Dimensional Ising Model (Articles)

Jiayi Zhang, Nianguo Mu

Open Journal of Applied Sciences Vol.16 No.5, May 27, 2026

DOI: 10.4236/ojapps.2026.165105 5 Downloads 45 Views Citations
Application of Multifractional Brownian Motion to Modeling Volatility and Risk in Financial Markets (Articles)

Bou Diop

Journal of Applied Mathematics and Physics Vol.13 No.11, November 17, 2025

DOI: 10.4236/jamp.2025.1311216 55 Downloads 408 Views Citations
The Algorithms for MEM Stochastic User Equilibrium Model (Articles)

Baolong Liu, Zhonghui Xue, Yazheng Dang, Junxiang Li

Open Access Library Journal Vol.6 No.10, October 14, 2019

DOI: 10.4236/oalib.1105800 433 Downloads 2,032 Views Citations
Stochastic Model for the Spread of the COVID-19 Virus (Articles)

Majdi Elhiwi

Applied Mathematics Vol.12 No.1, January 29, 2021

DOI: 10.4236/am.2021.121003 1,113 Downloads 3,670 Views Citations
Selection of Heteroscedastic Models: A Time Series Forecasting Approach (Articles)

Imoh Udo Moffat, Emmanuel Alphonsus Akpan

Applied Mathematics Vol.10 No.5, May 23, 2019

DOI: 10.4236/am.2019.105024 893 Downloads 2,751 Views Citations
Stochastic Ito-Calculus and Numerical Approximations for Asset Price Forecasting in the Nigerian Stock Market (Articles)

Thomas Chinwe Urama, Patrick Oseloka Ezepue

Journal of Mathematical Finance Vol.8 No.4, November 12, 2018

DOI: 10.4236/jmf.2018.84041 2,513 Downloads 4,782 Views Citations
This article belongs to the Special Issue on Stochastic Methods and Finance
Study of Volatility Stochastic Processes in the Context of Solvency Forecasting for Sri Lankan Life Insurers (Articles)

Ashika Mendis

Open Journal of Statistics Vol.11 No.1, January 20, 2021

DOI: 10.4236/ojs.2021.111004 964 Downloads 4,110 Views Citations
This article belongs to the Special Issue on Statistical Modeling and Analysis
Forecasting Realized Volatility Using Subsample Averaging (Articles)

Huiyu Huang, Tae-Hwy Lee

Open Journal of Statistics Vol.3 No.5, October 9, 2013

DOI: 10.4236/ojs.2013.35044 4,111 Downloads 6,813 Views Citations
Influence of Open-End Funds on Stock Market Volatility-Analysis Based on Shanghai Composite (Articles)

Na Zhu

American Journal of Industrial and Business Management Vol.6 No.4, April 22, 2016

DOI: 10.4236/ajibm.2016.64045 2,837 Downloads 4,084 Views Citations
The Impact of Relative Exchange Rate Volatility and Other Multidimensional Determinants on FDI in Egypt (Articles)

Abd-El Atti Nadine, Salah Ashraf, Rashid Nagia

American Journal of Industrial and Business Management Vol.11 No.12, December 10, 2021

DOI: 10.4236/ajibm.2021.1112071 673 Downloads 3,901 Views Citations
Using Artificial Neural-Networks in Stochastic Differential Equations Based Software Reliability Growth Modeling (Articles)

Sunil Kumar Khatri, Prakriti Trivedi, Shiv Kant, Nisha Dembla

Journal of Software Engineering and Applications Vol.4 No.10, October 11, 2011

DOI: 10.4236/jsea.2011.410070 5,768 Downloads 11,037 Views Citations
Stochastic Binary Neural Networks for Qualitatively Robust Predictive Model Mapping (Articles)

A. T. Burrell, P. Papantoni-Kazakos

International Journal of Communications, Network and System Sciences Vol.5 No.9A, September 18, 2012

DOI: 10.4236/ijcns.2012.529070 3,411 Downloads 6,280 Views Citations
This article belongs to the Special Issue on Models and Algorithms for Applications
Relationship between Maximum Principle and Dynamic Programming in Stochastic Differential Games and Applications (Articles)

Jingtao Shi

American Journal of Operations Research Vol.3 No.6, October 24, 2013

DOI: 10.4236/ajor.2013.36043 6,252 Downloads 10,502 Views Citations
On Diagnostics in Stochastic Restricted Linear Regression Models (Articles)

Shuling Wang, Man Liu, Xiaohong Deng

Open Journal of Statistics Vol.4 No.9, October 15, 2014

DOI: 10.4236/ojs.2014.49071 3,978 Downloads 5,476 Views Citations
A Stochastic SVIR Model for Measles (Articles)

Moussa Seydou, Ousmane Moussa Tessa

Applied Mathematics Vol.12 No.3, March 30, 2021

DOI: 10.4236/am.2021.123013 627 Downloads 2,226 Views Citations
Reducing Stochastic Discrete Models of Biochemical Networks (Articles)

Samaneh Gholami, Silvana Ilie

Applied Mathematics Vol.12 No.5, May 31, 2021

DOI: 10.4236/am.2021.125031 378 Downloads 1,342 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