Volatility Timing - Articles - Scientific Research Publishing

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 1,515 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 398 Downloads 1,760 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 1,566 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 1,142 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 1,277 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 221 Downloads 1,852 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 5,194 Downloads 9,008 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 4,694 Downloads 6,853 Views Citations
Performance of the Heston’s Stochastic Volatility Model: A Study in Indian Index Options Market (Articles)

Shivam Singh, Alok Dixit

Theoretical Economics Letters Vol.6 No.2, April 6, 2016

DOI: 10.4236/tel.2016.62018 2,701 Downloads 5,579 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 1,891 Downloads 5,198 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 2,328 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 584 Downloads 2,448 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 400 Downloads 1,844 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 113 Downloads 712 Views Citations
Real-Time Traffic Signal Timing for Urban Road Multi-Intersection (Articles)

Lin Dong, Wushan Chen

Intelligent Information Management Vol.2 No.8, August 27, 2010

DOI: 10.4236/iim.2010.28058 8,059 Downloads 14,291 Views Citations
Studies on the in Vitro Dissolution of Insoluble Volatile Drug from Su-Anxin Nasal Inhalant and Its Correlation on the Nose Steady Self-Controllable Expiration and Inspiration at Night (Articles)

Xiaodong Li, Guoxiang Xie, Suyun Li, Chao Hou

Pharmacology & Pharmacy Vol.2 No.2, March 30, 2011

DOI: 10.4236/pp.2011.22008 5,170 Downloads 9,944 Views Citations
Performance and Combustion Characteristics of SINGLE Cylinder Diesel Engine Running on Karanja Oil/Diesel Fuel Blends (Articles)

Siddalingappa R. Hotti, Omprakash Hebbal

Engineering Vol.3 No.4, April 8, 2011

DOI: 10.4236/eng.2011.34042 7,925 Downloads 16,575 Views Citations
Time of Application of S-Metolachlor Affects Growth, Marketable Yield and Quality of Carrot and Red Beet (Articles)

Darren E. Robinson, Kristen E. McNaughton

American Journal of Plant Sciences Vol.3 No.4, April 25, 2012

DOI: 10.4236/ajps.2012.34065 7,711 Downloads 11,535 Views Citations
Heart valve closure timing intervals in response to left ventricular blood pressure (Articles)

Hong Tang, Jiao Gao, Yongwan Park

Journal of Biomedical Science and Engineering Vol.6 No.1, January 29, 2013

DOI: 10.4236/jbise.2013.61009 5,645 Downloads 8,678 Views Citations
Gear Drive Mechanism for Continuous Variable Valve Timing of IC Engines (Articles)

Osama H. M. Ghazal, Mohamad S. H. Dado

Engineering Vol.5 No.3, March 19, 2013

DOI: 10.4236/eng.2013.53035 14,052 Downloads 21,478 Views Citations

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