Weekend Effect; Short Sales; Market Anomaly; Stock Market Volatility - Articles

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 369 Downloads 1,700 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 263 Downloads 1,497 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 172 Downloads 1,093 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 271 Downloads 1,220 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 179 Downloads 1,747 Views Citations
The Hawking Effect for Massive Particles (Articles)

Bernard R. Durney

International Journal of Astronomy and Astrophysics Vol.4 No.1, March 4, 2014

DOI: 10.4236/ijaa.2014.41002 6,167 Downloads 8,828 Views Citations
On the Magnus Effect (Articles)

Kern E. Kenyon

Natural Science Vol.8 No.2, February 5, 2016

DOI: 10.4236/ns.2016.82006 7,421 Downloads 10,310 Views Citations
Steady-State and Time-Resolved Fluorescence Studies of Anthrylacrylic Ester (Articles)

Anil B. Naik, L. R. Naik, V. Jayathirtha Rao, Haridas Pal

Open Journal of Physical Chemistry Vol.2 No.4, November 27, 2012

DOI: 10.4236/ojpc.2012.24029 5,052 Downloads 8,921 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 5,137 Downloads 8,935 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 4,643 Downloads 6,754 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 1,852 Downloads 5,105 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 985 Downloads 2,242 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 543 Downloads 2,361 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 379 Downloads 1,795 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 82 Downloads 627 Views Citations
Anomalous Origin of the Right Coronary Artery from the Left Sinus Valsalva with Coronary Ectasia (Articles)

Nihat Söylemez, Recep Demirbağ, Tayfun Hazırolan, Onur AkpınarP

International Journal of Clinical Medicine Vol.2 No.3, July 19, 2011

DOI: 10.4236/ijcm.2011.23043 5,181 Downloads 8,720 Views Citations
Groundwater Potential on the Jos – Bukuru Plateau, North Central Nigeria. Using Lineaments from Gravity Measurements (Articles)

Samaila Crah Alkali, Solomon Nehemiah Yusuf

Journal of Water Resource and Protection Vol.3 No.8, August 24, 2011

DOI: 10.4236/jwarp.2011.38072 6,574 Downloads 11,688 Views Citations
A Unified Model of Neoarchean-Proterozoic Convergence and Rifting of Indian Cratons: Geophysical Constraints (Articles)

Dinesh Chandra Mishra

International Journal of Geosciences Vol.2 No.4, November 30, 2011

DOI: 10.4236/ijg.2011.24063 10,596 Downloads 16,514 Views Citations
Polar 3D Transformation of the Full Gradient of Attractive Potential (Articles)

Gennady Prostolupov, Michail Tarantin

International Journal of Geosciences Vol.3 No.2, May 23, 2012

DOI: 10.4236/ijg.2012.32035 3,781 Downloads 6,192 Views Citations
Gravimetric Study of Geological Structures of Teboursouk Area, Northern Tunisia (Articles)

Amira Ayed-Khaled, Taher Zouaghi, Mohamed Ghanmi, Fouad Zargouni

International Journal of Geosciences Vol.3 No.4, September 19, 2012

DOI: 10.4236/ijg.2012.34068 6,375 Downloads 10,798 Views Citations

First <...454647 ...>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