Uncertain Volatility Model - Articles - Scientific Research Publishing

CC-Integral on Interval-Valued Sugeno Probability Measure and Precisely to Solve Uncertain Multi-Criteria Decision Making Problem (Articles)

Jiaxue Wei, Hong Yang

Open Journal of Applied Sciences Vol.16 No.2, February 28, 2026

DOI: 10.4236/ojapps.2026.162044 76 Downloads 302 Views Citations
Pricing and Hedging in Stochastic Volatility Regime Switching Models (Articles)

Stéphane Goutte

Journal of Mathematical Finance Vol.3 No.1, February 26, 2013

DOI: 10.4236/jmf.2013.31006 5,305 Downloads 9,669 Views Citations
Food Commodity Prices Volatility: The Role of Biofuels (Articles)

Christopher L. Gilbert, Harriet K. Mugera

Natural Resources Vol.5 No.5, April 29, 2014

DOI: 10.4236/nr.2014.55019 5,577 Downloads 8,486 Views Citations
This article belongs to the Special Issue on Biofuel Research
On Volatility Transmission from Crude Oil to Agricultural Commodities (Articles)

Dilip Kumar

Theoretical Economics Letters Vol.7 No.2, February 3, 2017

DOI: 10.4236/tel.2017.72009 2,083 Downloads 4,728 Views Citations
Time-Varying Volatility Connectedness of Asset Markets: Evidence from Century-Long Data (Articles)

Ting Huang

American Journal of Industrial and Business Management Vol.10 No.2, February 20, 2020

DOI: 10.4236/ajibm.2020.102027 895 Downloads 2,344 Views Citations
Averting Disaster: Leverage Limits for Single-Stock Leveraged ETFs (Articles)

Matthew S. Crouse

Journal of Mathematical Finance Vol.12 No.4, October 21, 2022

DOI: 10.4236/jmf.2022.124033 348 Downloads 2,141 Views Citations
Agricultural Commodity Markets: Reference Point for the Real Value of a Currency (Articles)

Ian McFarlane

Modern Economy Vol.5 No.5, May 23, 2014

DOI: 10.4236/me.2014.55050 4,432 Downloads 6,305 Views Citations
Does the Implied Volatility Index Have Signaling Power? Evidence from Mexico (Articles)

Jin Yong Yang, Junyoung Heo, In-Sung Yeo, Sang-Heon Lee

Modern Economy Vol.5 No.8, July 18, 2014

DOI: 10.4236/me.2014.58080 3,680 Downloads 5,737 Views Citations
Implied Idiosyncratic Volatility and Stock Return Predictability (Articles)

Cesario Mateus, Worawuth Konsilp

Journal of Mathematical Finance Vol.4 No.5, November 26, 2014

DOI: 10.4236/jmf.2014.45032 5,167 Downloads 7,690 Views Citations
The Effect of Money Supply on the Volatility of Korean Stock Market (Articles)

Ki-Hong Choi, Seong-Min Yoon

Modern Economy Vol.6 No.5, May 14, 2015

DOI: 10.4236/me.2015.65052 5,079 Downloads 7,140 Views Citations
Measuring and Comparing the Value-at-Risk Using GARCH and CARR Models for CSI 300 Index (Articles)

Chunchou Wu

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

DOI: 10.4236/tel.2018.86078 1,209 Downloads 5,806 Views Citations
This article belongs to the Special Issue on Computational Economics and Econometrics
Growth and Volatility: An Analysis for the Brazilian Economy (Articles)

Elano Ferreira Arruda, Felipe de Sousa Bastos, Pablo Urano de Carvalho Castelar, Fernando Marques Mansilla, Antônio Clécio de Brito

Theoretical Economics Letters Vol.9 No.7, October 24, 2019

DOI: 10.4236/tel.2019.97165 874 Downloads 2,419 Views Citations
Fair Value and Its Economic Consequence on the Volatility Measures of Earnings, Stock Price and Government Debt Yield (Articles)

Lan Sun

Theoretical Economics Letters Vol.4 No.9, December 22, 2014

DOI: 10.4236/tel.2014.49114 10,210 Downloads 12,885 Views Citations
Empirical Analysis of Potential Put-Call Parity Arbitrage Opportunities with Particular Focus on the Shanghai Stock Exchange 50 Index (Articles)

Elmar Steurer, Ernst J. Fahling, Jiali Du

Journal of Financial Risk Management Vol.11 No.1, January 29, 2022

DOI: 10.4236/jfrm.2022.111003 578 Downloads 3,479 Views Citations
Efficient Pr-Skyline Query Processing and Optimization in Wireless Sensor Networks (Articles)

Jianzhong Li, Shuguang Xiong

Wireless Sensor Network Vol.2 No.11, November 19, 2010

DOI: 10.4236/wsn.2010.211101 6,568 Downloads 11,330 Views Citations
Sliding Mode Control, with Integrator, for a Class of Mimo Nonlinear Systems (Articles)

Anouar Benamor, Larbi Chrifi-alaui, Hassani Messaoud, Mohamed Chaabane

Engineering Vol.3 No.5, May 27, 2011

DOI: 10.4236/eng.2011.35050 8,326 Downloads 15,529 Views Citations
RLS Wiener Predictor with Uncertain Observations in Linear Discrete-Time Stochastic Systems (Articles)

Seiichi Nakamori, Raquel Caballero-Águila, Aurora Hermoso-Carazo, Josefa Linares-Pérez

Journal of Signal and Information Processing Vol.2 No.3, August 31, 2011

DOI: 10.4236/jsip.2011.23019 4,808 Downloads 8,191 Views Citations
On consistency and ranking of alternatives in uncertain AHP (Articles)

Liang Lin, Chao Wang

Natural Science Vol.4 No.5, May 18, 2012

DOI: 10.4236/ns.2012.45047 6,120 Downloads 10,641 Views Citations
Robust Suboptimal Guaranteed Cost Control for 2-D Discrete Systems Described by Fornasini-Marchesini First Model (Articles)

Manish Tiwari, Amit Dhawan

Journal of Signal and Information Processing Vol.3 No.2, May 30, 2012

DOI: 10.4236/jsip.2012.32034 5,071 Downloads 8,405 Views Citations
Optimal Consumption under Uncertainties: Random Horizon Stochastic Dynamic Roy’s Identity and Slutsky Equation (Articles)

David W. K. Yeung

Applied Mathematics Vol.5 No.2, January 20, 2014

DOI: 10.4236/am.2014.52028 4,671 Downloads 6,906 Views Citations
This article belongs to the Special Issue on Optimization

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