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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
2,378
Downloads
4,379
Views
Citations
Research on the Daily Volatility Measure Considering the Impact of Overnight Variance and Time Segment in Chinese Stock Market
(Articles)
Yu Shi
,
Handong Li
Journal of Mathematical Finance
Vol.8 No.3
,August 7, 2018
DOI:
10.4236/jmf.2018.83035
984
Downloads
2,137
Views
Citations
This article belongs to the Special Issue on
Financial Market Volatility
Simulation of Leveraged ETF Volatility Using Nonparametric Density Estimation
(Articles)
Matthew Ginley
,
David W. Scott
,
Katherine E. Ensor
Journal of Mathematical Finance
Vol.5 No.5
,November 30, 2015
DOI:
10.4236/jmf.2015.55039
4,886
Downloads
6,706
Views
Citations
This article belongs to the Special Issue on
Density Estimation in Finance
Modeling and Forecasting Financial Volatilities Using a Joint Model for Range and Realized Volatility
(Articles)
Yunqian Ma
,
Yuanying Jiang
Open Journal of Business and Management
Vol.4 No.2
,April 12, 2016
DOI:
10.4236/ojbm.2016.42022
2,546
Downloads
4,040
Views
Citations
Forecasting Volatility Based on a New Combined HAR-Type Model with Long Memory and Switching Regime: Empirical Evidence from Equity Realized Volatility
(Articles)
Yirong Huang
,
Zhonglin Wan
,
Hongyan Li
,
Yi Luo
Journal of Mathematical Finance
Vol.14 No.1
,February 27, 2024
DOI:
10.4236/jmf.2024.141005
50
Downloads
199
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
4,827
Downloads
8,325
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
3,803
Downloads
6,194
Views
Citations
The Electrokinetic Cross-Coupling Coefficient: Two-Scale Homogenization Approach
(Articles)
Vladimir Shelukhin
,
Igor Yeltsov
,
Iliya Paranichev
World Journal of Mechanics
Vol.1 No.3
,July 6, 2011
DOI:
10.4236/wjm.2011.13018
4,384
Downloads
9,140
Views
Citations
A General Purpose Analysis Package
(Articles)
Stefano Federico
Atmospheric and Climate Sciences
Vol.2 No.2
,April 26, 2012
DOI:
10.4236/acs.2012.22022
4,853
Downloads
7,847
Views
Citations
Numerical Simulation for Nonlinear Water Waves Propagating along the Free Surface
(Articles)
Rabab Fadhel Al-Bar
Journal of Applied Mathematics and Physics
Vol.4 No.5
,May 30, 2016
DOI:
10.4236/jamp.2016.45102
1,770
Downloads
2,757
Views
Citations
Microarray Analysis Using Rank Order Statistics for ARCH Residual Empirical Process
(Articles)
Hiroko Kato Solvang
,
Masanobu Taniguchi
Open Journal of Statistics
Vol.7 No.1
,February 20, 2017
DOI:
10.4236/ojs.2017.71005
1,455
Downloads
2,530
Views
Citations
Turbulent Modulation in Particulate Flow: A Review of Critical Variables
(Articles)
Ammar Saber
,
T. Staffan Lundström
,
J. Gunnar I. Hellström
Engineering
Vol.7 No.10
,October 16, 2015
DOI:
10.4236/eng.2015.710054
3,423
Downloads
5,131
Views
Citations
Agro-Biodiversity Spatial Assessment and Genetic Reserve Delineation for the Pollino National Park (Italy)
(Articles)
Giovanni Figliuolo
,
Domenico Cerbino
Natural Resources
Vol.5 No.7
,May 29, 2014
DOI:
10.4236/nr.2014.57029
4,534
Downloads
6,265
Views
Citations
Volatility Forecasting and Volatility Risk Premium
(Articles)
Jingfei Cheng
Journal of Applied Mathematics and Physics
Vol.3 No.1
,January 28, 2015
DOI:
10.4236/jamp.2015.31014
6,660
Downloads
8,596
Views
Citations
Evaluating Volatility Forecasts with Ultra-High-Frequency Data—Evidence from the Australian Equity Market
(Articles)
Kai Zhang
,
Lurion De Mello
,
Mehdi Sadeghi
Theoretical Economics Letters
Vol.8 No.1
,January 4, 2018
DOI:
10.4236/tel.2018.81001
1,210
Downloads
3,064
Views
Citations
This article belongs to the Special Issue on
Financial Economics
Next Level in Risk Management? Hedging and Trading Strategies of Volatility Derivatives Using VIX Futures
(Articles)
Ernst J. Fahling
,
Elmar Steurer
,
Tobias Schädler
,
Adrian Volz
Journal of Financial Risk Management
Vol.7 No.4
,December 29, 2018
DOI:
10.4236/jfrm.2018.74024
1,450
Downloads
5,095
Views
Citations
Characterizing the Volatility Transmission across International Stock Markets
(Articles)
Amarnath Mitra
,
Vishwanathan Iyer
,
Anto Joseph
Theoretical Economics Letters
Vol.5 No.4
,August 24, 2015
DOI:
10.4236/tel.2015.54067
3,481
Downloads
4,927
Views
Citations
Inferring Volatility from the Yield Curve
(Articles)
Vincent Brousseau
,
Alain Durré
Journal of Mathematical Finance
Vol.5 No.3
,August 28, 2015
DOI:
10.4236/jmf.2015.53026
5,738
Downloads
6,807
Views
Citations
Do Leveraged ETFs Increase Volatility
(Articles)
William J. Trainor
Technology and Investment
Vol.1 No.3
,August 27, 2010
DOI:
10.4236/ti.2010.13026
9,452
Downloads
16,504
Views
Citations
Are Sunspots Stabilizing?
(Articles)
Paul Shea
Theoretical Economics Letters
Vol.1 No.3
,November 7, 2011
DOI:
10.4236/tel.2011.13023
7,012
Downloads
10,922
Views
Citations
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