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
Modeling Exchange Rate Volatility: Application of the GARCH and EGARCH Models
(Articles)
Manamba Epaphra
Journal of Mathematical Finance
Vol.7 No.1
,February 6, 2017
DOI:
10.4236/jmf.2017.71007
4,274
Downloads
12,884
Views
Citations
Macroeconomic Information and the Implied Volatility: Evidence from India VIX
(Articles)
Palamalai Srinivasan
Theoretical Economics Letters
Vol.7 No.3
,April 17, 2017
DOI:
10.4236/tel.2017.73037
1,480
Downloads
2,800
Views
Citations
An Empirical Evaluation in GARCH Volatility Modeling: Evidence from the Stockholm Stock Exchange
(Articles)
Chaido Dritsaki
Journal of Mathematical Finance
Vol.7 No.2
,May 19, 2017
DOI:
10.4236/jmf.2017.72020
3,245
Downloads
7,606
Views
Citations
Samuelson Effect and Hedging Effectiveness in the CSI 300 Index Futures
(Articles)
Chunchou Wu
Theoretical Economics Letters
Vol.8 No.14
,October 19, 2018
DOI:
10.4236/tel.2018.814180
611
Downloads
1,412
Views
Citations
The Volatility Effect: Recent Evidence from Indian Markets
(Articles)
Nehal Joshipura
,
Mayank Joshipura
Theoretical Economics Letters
Vol.9 No.6
,August 30, 2019
DOI:
10.4236/tel.2019.96136
733
Downloads
1,886
Views
Citations
Modelling Intervalling Effect of High Frequency Trading on Portfolio Volatility
(Articles)
Ki Hoon Hong
Theoretical Economics Letters
Vol.9 No.7
,September 27, 2019
DOI:
10.4236/tel.2019.97150
475
Downloads
1,035
Views
Citations
Modeling Stock Market Volatility Using GARCH Models: A Case Study of Nairobi Securities Exchange (NSE)
(Articles)
Arfa Maqsood
,
Suboohi Safdar
,
Rafia Shafi
,
Ntato Jeremiah Lelit
Open Journal of Statistics
Vol.7 No.2
,April 30, 2017
DOI:
10.4236/ojs.2017.72026
2,422
Downloads
8,110
Views
Citations
Study on Globalization of Shipping Stocks Pricing Based on a DC-MSV Model
(Articles)
Yiping Yu
Modern Economy
Vol.10 No.12
,December 27, 2019
DOI:
10.4236/me.2019.1012149
364
Downloads
896
Views
Citations
Volatility Modelling of Global Financial Crises Effects on the Nigerian Banks
(Articles)
Maruf A. Raheem
,
Timothy K. Samson
Open Journal of Statistics
Vol.10 No.2
,April 22, 2020
DOI:
10.4236/ojs.2020.102021
472
Downloads
1,354
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
6,658
Downloads
8,587
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
1,207
Downloads
3,058
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
1,446
Downloads
5,077
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
3,477
Downloads
4,917
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
5,733
Downloads
6,794
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
982
Downloads
2,132
Views
Citations
This article belongs to the Special Issue on
Financial Market Volatility
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
9,450
Downloads
16,495
Views
Citations
Are Sunspots Stabilizing?
(Articles)
Paul Shea
Theoretical Economics Letters
Vol.1 No.3
,November 7, 2011
DOI:
10.4236/tel.2011.13023
7,008
Downloads
10,913
Views
Citations
The Calibration of Some Stochastic Volatility Models Used in Mathematical Finance
(Articles)
Lorella Fatone
,
Francesca Mariani
,
Maria Cristina Recchioni
,
Francesco Zirilli
Open Journal of Applied Sciences
Vol.4 No.2
,February 20, 2014
DOI:
10.4236/ojapps.2014.42004
7,031
Downloads
11,235
Views
Citations
The Cross-Sectional Risk Premium of Decomposed Market Volatility in UK Stock Market
(Articles)
Yan Yang
,
Laurence Copeland
Open Journal of Social Sciences
Vol.2 No.7
,July 14, 2014
DOI:
10.4236/jss.2014.27006
4,009
Downloads
5,302
Views
Citations
Pricing and Hedging in Stochastic Volatility Regime Switching Models
(Articles)
Stéphane Goutte
Journal of Mathematical Finance
Vol.3 No.1
,February 26, 2013
DOI:
10.4236/jmf.2013.31006
4,934
Downloads
8,865
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