Two Scale Realized Volatility - Articles - Scientific Research Publishing

Estimation of Stochastic Volatility with a Compensated Poisson Jump Using Quadratic Variation (Articles)

Perpetual Saah Andam, Joseph Ackora-Prah, Sure Mataramvura

Applied Mathematics Vol.8 No.7, July 27, 2017

DOI: 10.4236/am.2017.87077 1,095 Downloads 2,606 Views Citations
Forecasting Value-at-Risk (VaR) in the Major Asian Economies (Articles)

Faisal Nazir Zargar, Dilip Kumar

Theoretical Economics Letters Vol.8 No.9, June 12, 2018

DOI: 10.4236/tel.2018.89100 999 Downloads 2,701 Views Citations
This article belongs to the Special Issue on Financial Modeling
Half-Life Volatility Measure of the Returns of Some Cryptocurrencies (Articles)

Abonongo John, Anuwoje Ida Logubayom, Raymond Nero

Journal of Financial Risk Management Vol.8 No.1, March 13, 2019

DOI: 10.4236/jfrm.2019.81002 1,799 Downloads 5,293 Views Citations
Modelling Volatility Dynamics of Cryptocurrencies Using GARCH Models (Articles)

Anthony Ngunyi, Simon Mundia, Cyprian Omari

Journal of Mathematical Finance Vol.9 No.4, October 17, 2019

DOI: 10.4236/jmf.2019.94030 1,922 Downloads 5,144 Views Citations
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 2,875 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 1,029 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 343 Downloads 1,521 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 399 Downloads 1,766 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 1,571 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 1,146 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 305 Downloads 1,281 Views Citations
Neuroanatomical Basis of Glasgow Coma Scale—A Reappraisal (Articles)

Sunil Munakomi, Bijoy Mohan Kumar

Neuroscience and Medicine Vol.6 No.3, September 8, 2015

DOI: 10.4236/nm.2015.63019 7,015 Downloads 11,521 Views Citations
Psychometric Validation of Exercise Motivation for Health Scale (EMHS) (Articles)

Chenghong Hu, Ami Kojima, Urusla Athenstaedt, Yoshiko Kato

Open Journal of Social Sciences Vol.5 No.10, October 31, 2017

DOI: 10.4236/jss.2017.510024 1,335 Downloads 3,379 Views Citations
Pain Scale: When the Training Influences Its Use (Articles)

Zaira Moura da Paixão Freitas, Carlos Umberto Pereira, Débora Moura da Paixão Oliveira

Open Journal of Nursing Vol.8 No.2, February 13, 2018

DOI: 10.4236/ojn.2018.82011 1,300 Downloads 2,918 Views Citations
Development Status and Future Prospects of Biological Pesticides (Articles)

Lingshi Chen, Haixia Zhou

Open Access Library Journal Vol.10 No.3, March 30, 2023

DOI: 10.4236/oalib.1109915 88 Downloads 1,051 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 6,868 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 5,210 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 2,464 Views Citations

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