Login
Login
切换导航
Home
Articles
Journals
Books
News
About
Services
Submit
Home
Journal
Articles
Journals A-Z
Browse Subjects
Biomedical & Life Sci.
Business & Economics
Chemistry & Materials Sci.
Computer Sci. & Commun.
Earth & Environmental Sci.
Engineering
Medicine & Healthcare
Physics & Mathematics
Social Sci. & Humanities
Browse Subjects
Biomedical & Life Sciences
Business & Economics
Chemistry & Materials Science
Computer Science & Communications
Earth & Environmental Sciences
Engineering
Medicine & Healthcare
Physics & Mathematics
Social Sciences & Humanities
Publish with us
Paper Submission
Information for Authors
Peer-Review Resources
Open Special Issues
Open Access Statement
Frequently Asked Questions
Publish with us
Paper Submission
Information for Authors
Peer-Review Resources
Open Special Issues
Open Access Statement
Frequently Asked Questions
Follow SCIRP
Contact us
+1 323-425-8868
customer@scirp.org
+86 18163351462(WhatsApp)
1655362766
Paper Publishing WeChat
Complete Matching
Editorial Board
Show/Hide Options
Show/Hide Options
All
Title
Abstract
Keywords
DOI
Author
Journal
Affiliation
ISSN
Subject
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
1,208
Downloads
3,061
Views
Citations
This article belongs to the Special Issue on
Financial Economics
Volatility Prediction: A Study with Structural Breaks
(Articles)
Dilip Kumar
Theoretical Economics Letters
Vol.8 No.6
,April 23, 2018
DOI:
10.4236/tel.2018.86080
949
Downloads
2,085
Views
Citations
This article belongs to the Special Issue on
Computational Economics and Econometrics
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
789
Downloads
1,716
Views
Citations
This article belongs to the Special Issue on
Financial Modeling
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
196
Views
Citations
Improving the Forecast Accuracy of Oil-Stock Nexus in GCC Countries
(Articles)
Onuoha Ikwor Nnachi
Theoretical Economics Letters
Vol.8 No.14
,October 25, 2018
DOI:
10.4236/tel.2018.814191
565
Downloads
1,058
Views
Citations
Improving the Forecast Accuracy of Oil-Exchange Rate Nexus in GCC Countries
(Articles)
Onuoha Ikwor Nnachi
Theoretical Economics Letters
Vol.8 No.15
,November 15, 2018
DOI:
10.4236/tel.2018.815202
612
Downloads
1,075
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
6,193
Views
Citations
Research and application of sidewall stability predic-tion method based on analytic hierarchy process and fuzzy integrative evaluation method
(Articles)
Bin Liu
,
Fanjun Kong
Natural Science
Vol.4 No.2
,February 22, 2012
DOI:
10.4236/ns.2012.42021
6,176
Downloads
10,379
Views
Citations
Relative Performance Evaluation of Competing Crude Oil Prices’ Volatility Forecasting Models: A Slacks-Based Super-Efficiency DEA Model
(Articles)
Jamal Ouenniche
,
Bing Xu
,
Kaoru Tone
American Journal of Operations Research
Vol.4 No.4
,July 10, 2014
DOI:
10.4236/ajor.2014.44023
3,484
Downloads
5,156
Views
Citations
Application of
SARIMA
Model on Money Supply
(Articles)
Shichang Shen
,
Shan Chen
Open Journal of Statistics
Vol.7 No.1
,February 28, 2017
DOI:
10.4236/ojs.2017.71009
1,698
Downloads
2,763
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
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
5,094
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
5,737
Downloads
6,804
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
2,136
Views
Citations
This article belongs to the Special Issue on
Financial Market Volatility
Analysis of Characteristics of the Forecast Jump in the NCEP Ensemble Forecast Products
(Articles)
Xiakun Zhang
,
Liping Zhang
,
Jiao Fu
,
Longxi Zhang
Atmospheric and Climate Sciences
Vol.7 No.1
,January 25, 2017
DOI:
10.4236/acs.2017.71011
1,568
Downloads
2,749
Views
Citations
The Measurement of Analysts’ Earnings Forecast Uncertainty
(Articles)
Chun Hu
Modern Economy
Vol.6 No.4
,April 17, 2015
DOI:
10.4236/me.2015.64041
3,415
Downloads
4,418
Views
Citations
Statistical Model for the Forecast of Electricity Power Generation in Ghana
(Articles)
Eric Neebo Wiah
,
Albert Buabeng
,
Kofi Agyarko
Open Journal of Statistics
Vol.12 No.3
,June 24, 2022
DOI:
10.4236/ojs.2022.123024
320
Downloads
1,385
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
16,502
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
<
1
2
3
...
>
Follow SCIRP
Contact us
+1 323-425-8868
customer@scirp.org
+86 18163351462(WhatsApp)
1655362766
Paper Publishing WeChat
Free SCIRP Newsletters
Home
Journals A-Z
Subject
Books
Sitemap
Contact Us
About SCIRP
Publication Fees
For Authors
Peer-Review Issues
Special Issues
News
Service
Manuscript Tracking System
Subscription
Translation & Proofreading
FAQ
Volume & Issue
Policies
Open Access
Publication Ethics
Preservation
Retraction
Privacy Policy
Copyright © 2006-2024 Scientific Research Publishing Inc. All Rights Reserved.
Top