implied volatility - Articles - Scientific Research Publishing

Detection of Calendar Effects, Measurement of Investor Sentiment and Analysis of Their Effects on the Volatility of BRVM Returns (Articles)

Djahoué Mangblé Gérald

Modern Economy Vol.16 No.11, November 13, 2025

DOI: 10.4236/me.2025.1611083 62 Downloads 443 Views Citations
Research on Stock Volatility Based on Investor Sentiment and Two-Dimensional Ising Model (Articles)

Jiayi Zhang, Nianguo Mu

Open Journal of Applied Sciences Vol.16 No.5, May 27, 2026

DOI: 10.4236/ojapps.2026.165105 6 Downloads 67 Views Citations
Bayesian Testing for Asset Volatility Persistence on Multivariate Stochastic Volatility Models (Articles)

Yong Li, Fang-Ping Peng, Hao-Feng Xu

Journal of Mathematical Finance Vol.2 No.1, February 28, 2012

DOI: 10.4236/jmf.2012.21010 5,606 Downloads 10,058 Views Citations
Application of Multifractional Brownian Motion to Modeling Volatility and Risk in Financial Markets (Articles)

Bou Diop

Journal of Applied Mathematics and Physics Vol.13 No.11, November 17, 2025

DOI: 10.4236/jamp.2025.1311216 58 Downloads 432 Views Citations
Dynamic Interactive Cycles during the 2008 Financial Crisis (Articles)

Ioannis M. Neokosmidis, Vassilis Polimenis

Modern Economy Vol.1 No.1, June 7, 2010

DOI: 10.4236/me.2010.11001 5,360 Downloads 10,146 Views Citations
International Linkages of the Indian Commodity Futures Markets (Articles)

Brajesh Kumar, Ajay Pandey

Modern Economy Vol.2 No.3, July 28, 2011

DOI: 10.4236/me.2011.23027 14,439 Downloads 29,702 Views Citations
Recent Developments in Option Pricing (Articles)

Hui Gong, You Liang, Aerambamoorthy Thavaneswaran

Journal of Mathematical Finance Vol.1 No.3, November 25, 2011

DOI: 10.4236/jmf.2011.13009 6,991 Downloads 14,446 Views Citations
Co-movements of Oil, Gold, the U.S. Dollar, and Stocks (Articles)

Subarna K. Samanta, Ali H. M. Zadeh

Modern Economy Vol.3 No.1, January 5, 2012

DOI: 10.4236/me.2012.31015 10,210 Downloads 18,945 Views Citations
Tail Quantile Estimation of Heteroskedastic Intraday Increases in Peak Electricity Demand (Articles)

Caston Sigauke, Andréhette Verster, Delson Chikobvu

Open Journal of Statistics Vol.2 No.4, October 31, 2012

DOI: 10.4236/ojs.2012.24054 3,216 Downloads 5,649 Views Citations
A Gibbs Sampling Algorithm to Estimate the Parameters of a Volatility Model: An Application to Ozone Data (Articles)

Verónica De Jesús Romo, Eliane R. Rodrigues, Guadalupe Tzintzun

Applied Mathematics Vol.3 No.12A, December 31, 2012

DOI: 10.4236/am.2012.312A299 5,533 Downloads 8,856 Views Citations
This article belongs to the Special Issue on Probability and Its Applications
Super-Diffusive Noise Source in Asset Dynamics (Articles)

Max-Olivier Hongler

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

DOI: 10.4236/jmf.2013.31004 3,978 Downloads 6,651 Views Citations
Forecasting Realized Volatility Using Subsample Averaging (Articles)

Huiyu Huang, Tae-Hwy Lee

Open Journal of Statistics Vol.3 No.5, October 9, 2013

DOI: 10.4236/ojs.2013.35044 4,111 Downloads 6,821 Views Citations
Bayesian Estimation of Non-Gaussian Stochastic Volatility Models (Articles)

Asma Graja Elabed, Afif Masmoudi

Journal of Mathematical Finance Vol.4 No.2, February 19, 2014

DOI: 10.4236/jmf.2014.42009 5,186 Downloads 8,199 Views Citations
Interest Rate Volatility: A Consol Rate Approach (Articles)

Vincent Brousseau, Alain Durré

Journal of Mathematical Finance Vol.5 No.1, February 13, 2015

DOI: 10.4236/jmf.2015.51006 5,057 Downloads 7,216 Views Citations
Implementation of the Estimating Functions Approach in Asset Returns Volatility Forecasting Using First Order Asymmetric GARCH Models (Articles)

Timothy Ndonye Mutunga, Ali Salim Islam, Luke Akong’o Orawo

Open Journal of Statistics Vol.5 No.5, August 19, 2015

DOI: 10.4236/ojs.2015.55047 3,613 Downloads 5,151 Views Citations
Uncertain Volatility Derivative Model Based on the Polynomial Chaos (Articles)

Stefanos Drakos

Journal of Mathematical Finance Vol.6 No.1, February 19, 2016

DOI: 10.4236/jmf.2016.61007 3,844 Downloads 5,358 Views Citations
Multivariate Stochastic Volatility Estimation with Sparse Grid Integration (Articles)

Halil Erturk Esen

Journal of Mathematical Finance Vol.6 No.1, February 19, 2016

DOI: 10.4236/jmf.2016.61009 3,835 Downloads 5,132 Views Citations
Influence of Open-End Funds on Stock Market Volatility-Analysis Based on Shanghai Composite (Articles)

Na Zhu

American Journal of Industrial and Business Management Vol.6 No.4, April 22, 2016

DOI: 10.4236/ajibm.2016.64045 2,838 Downloads 4,094 Views Citations
A New Procedure to Test for Fractional Integration (Articles)

William Rea, Chris Price, Les Oxley, Marco Reale, Jennifer Brown

Open Journal of Statistics Vol.6 No.4, August 23, 2016

DOI: 10.4236/ojs.2016.64055 1,857 Downloads 3,228 Views Citations
Why Do Voters Change Their Mind during an Election Campaign? An Analysis of the Determinants of Campaign Volatility at the 2014 Belgian Federal Elections (Articles)

Simon Willocq

Open Journal of Political Science Vol.6 No.4, September 19, 2016

DOI: 10.4236/ojps.2016.64033 2,609 Downloads 5,371 Views Citations

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