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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
3,040
Downloads
5,010
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
2,908
Downloads
3,838
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
3,381
Downloads
4,306
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
2,818
Downloads
6,681
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
4,193
Downloads
11,141
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
2,224
Downloads
3,640
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
1,861
Downloads
4,397
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
848
Downloads
1,914
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
774
Downloads
1,856
Views
Citations
This article belongs to the Special Issue on
Financial Modeling
Does Introduction of Stock Options Impact Stock Volatility? Empirical Evidence from Underlying Stocks in Indian Market
(Articles)
Himanshu Joshi
Theoretical Economics Letters
Vol.8 No.10
,June 21, 2018
DOI:
10.4236/tel.2018.810118
1,243
Downloads
3,363
Views
Citations
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
1,450
Downloads
3,944
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
1,256
Downloads
3,548
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
659
Downloads
1,402
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
296
Downloads
1,806
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
52
Downloads
261
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
99
Downloads
546
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
130
Downloads
583
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
75
Downloads
530
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
39
Downloads
227
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
4,298
Downloads
6,028
Views
Citations
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