Uncertain Volatility Model - Articles - Scientific Research Publishing

Practical Stabilization for Uncertain Pseudo-Linear and Pseudo-Quadratic MIMO Systems (Articles)

Laura Celentano

International Journal of Modern Nonlinear Theory and Application Vol.2 No.1, March 21, 2013

DOI: 10.4236/ijmnta.2013.21004 6,068 Downloads 9,096 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 3,874 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 1,774 Downloads 6,360 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 3,717 Downloads 5,769 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 1,227 Downloads 2,804 Views Citations
This article belongs to the Special Issue on Financial Market Volatility
Microarray Analysis Using Rank Order Statistics for ARCH Residual Empirical Process (Articles)

Hiroko Kato Solvang, Masanobu Taniguchi

Open Journal of Statistics Vol.7 No.1, February 20, 2017

DOI: 10.4236/ojs.2017.71005 1,644 Downloads 3,159 Views Citations
A Trapezoidal Fuzzy Heston Model Calibrated to Copper Futures Prices (Articles)

Kankolongo Kadilu Patient, Kumwimba Seya Didier, Panga Lutanda Grégoire, Balowayi Bondu Bernard, Mwania Wakosia José

American Journal of Computational Mathematics Vol.16 No.2, June 11, 2026

DOI: 10.4236/ajcm.2026.162006 17 Downloads 126 Views Citations
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 10,162 Downloads 18,468 Views Citations
Are Sunspots Stabilizing? (Articles)

Paul Shea

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

DOI: 10.4236/tel.2011.13023 7,336 Downloads 11,643 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 7,543 Downloads 11,834 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 4,384 Downloads 6,083 Views Citations
Adaptive Lag Synchronization of Lorenz Chaotic System with Uncertain Parameters (Articles)

Yanfei Chen, Zhen Jia, Guangming Deng

Applied Mathematics Vol.3 No.6, June 21, 2012

DOI: 10.4236/am.2012.36083 4,347 Downloads 7,353 Views Citations
Chaos Synchronization of Uncertain Lorenz System via Single State Variable Feedback (Articles)

Fengxiang Chen, Tong Zhang

Applied Mathematics Vol.4 No.11B, November 7, 2013

DOI: 10.4236/am.2013.411A2002 4,358 Downloads 6,450 Views Citations
This article belongs to the Special Issue on Chaos and Fractal
On Asymptotic Stability of Linear Control Systems (Articles)

Şerife Yılmaz, Taner Büyükköroğlu, Vakif Dzhafarov

Applied Mathematics Vol.6 No.1, January 12, 2015

DOI: 10.4236/am.2015.61008 2,963 Downloads 5,631 Views Citations
An Uncertain Programming Model for Competitive Logistics Distribution Center Location Problem (Articles)

Bingyu Lan, Jin Peng, Lin Chen

American Journal of Operations Research Vol.5 No.6, November 27, 2015

DOI: 10.4236/ajor.2015.56042 4,974 Downloads 6,497 Views Citations
Backfiring Effect of Uncertain Trade Policy (Articles)

Yasunori Fujita

Modern Economy Vol.7 No.5, May 18, 2016

DOI: 10.4236/me.2016.75067 2,545 Downloads 3,604 Views Citations
This article belongs to the Special Issue on International Economics and Trade
Elementary Uncertain Renewal Reward Theorem and Its Strict Proof (Articles)

Xiaojing Shi, Xingfang Zhang

Open Access Library Journal Vol.3 No.2, February 16, 2016

DOI: 10.4236/oalib.1102366 920 Downloads 1,913 Views Citations
An Entropy Measurement Method of Quantum Information System under Uncertain Environment (Articles)

Zijing Li, Jiangnan Deng, Bing Zhou, Ying Liu, Zhengying Cai

International Journal of Intelligence Science Vol.8 No.2, April 30, 2018

DOI: 10.4236/ijis.2018.82002 879 Downloads 1,881 Views Citations
Finite-Time Synchronization for Heterogeneous Complex Networks with Time-Varying Delays (Articles)

Yicong Ma, Yali Tai

Applied Mathematics Vol.11 No.10, October 26, 2020

DOI: 10.4236/am.2020.1110066 525 Downloads 1,494 Views Citations
Disproportionate Safety Preference and the Innovation of Fintech Shadow Banking (Articles)

Hammad Siddiqi

Theoretical Economics Letters Vol.12 No.3, June 9, 2022

DOI: 10.4236/tel.2022.123035 252 Downloads 1,108 Views Citations
This article belongs to the Special Issue on Financial Innovation

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