Spot Volatility - Articles - Scientific Research Publishing

Study on the Extreme Risk Spillover between China and World Stock Market after China’s Share Structure Reform (Articles)

Liangyu Wang

Journal of Financial Risk Management Vol.3 No.2, June 12, 2014

DOI: 10.4236/jfrm.2014.32006 3,338 Downloads 5,781 Views Citations
Testing the Long-Memory Features in Return and Volatility of NSE Index (Articles)

Naseem Ahamed, Mamoni Kalita, Aviral Kumar Tiwari

Theoretical Economics Letters Vol.5 No.3, June 29, 2015

DOI: 10.4236/tel.2015.53050 3,151 Downloads 4,483 Views Citations
Intraday Periodicity and Long Memory Volatility in Hong Kong Stock Market (Articles)

Wei Dai, Dejun Xie, Bianxia Sun

Open Journal of Social Sciences Vol.3 No.7, July 14, 2015

DOI: 10.4236/jss.2015.37011 3,624 Downloads 5,064 Views Citations
The Impact of Margin Trading on Volatility of Stock Market: Evidence from SSE 50 Index (Articles)

Muwei Chen

Journal of Financial Risk Management Vol.5 No.3, September 29, 2016

DOI: 10.4236/jfrm.2016.53018 3,079 Downloads 8,402 Views Citations
Review of Stock Markets’ Reaction to New Events: Evidence from Brexit (Articles)

Isaac Quaye, Yinping Mu, Braimah Abudu, Ramous Agyare

Journal of Financial Risk Management Vol.5 No.4, December 30, 2016

DOI: 10.4236/jfrm.2016.54025 5,032 Downloads 12,866 Views Citations
An Empirical Study on the Pass-Through Effect of RMB Nominal Effective Exchange Rate on Import Price (Articles)

Alin Xia

Modern Economy Vol.8 No.2, January 26, 2017

DOI: 10.4236/me.2017.82012 2,435 Downloads 4,146 Views Citations
The Stochastic Volatility Model, Regime Switching and Value-at-Risk (VaR) in International Equity Markets (Articles)

Ata Assaf

Journal of Mathematical Finance Vol.7 No.2, May 31, 2017

DOI: 10.4236/jmf.2017.72026 2,239 Downloads 5,909 Views Citations
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 1,064 Downloads 2,539 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 970 Downloads 2,626 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 1,765 Downloads 5,150 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 1,867 Downloads 5,023 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 924 Downloads 2,013 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 515 Downloads 2,801 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 232 Downloads 959 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 304 Downloads 1,443 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 368 Downloads 1,682 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 171 Downloads 1,088 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 1,215 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 178 Downloads 1,709 Views Citations

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