Forecasting; Volatility; Gold Price; Markov Regime Switching - Articles

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 956 Downloads 2,165 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 870 Downloads 2,116 Views Citations
This article belongs to the Special Issue on Financial Modeling
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 1,605 Downloads 4,419 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 1,524 Downloads 4,086 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 799 Downloads 1,622 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 414 Downloads 2,233 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 207 Downloads 932 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 259 Downloads 1,227 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 177 Downloads 1,022 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 106 Downloads 667 Views Citations
Volatility Analysis and Cryptocurrency Interconnections (Articles)

Maria-Cristina Zwak-Cantoriu, Lucian Claudiu Anghel

Theoretical Economics Letters Vol.14 No.2，April 16, 2024

DOI: 10.4236/tel.2024.142025 162 Downloads 695 Views Citations
Modeling Cryptocurrency Market Volatility during FOMC Announcements: Evidence from High-Frequency Data (Articles)

Barış Falay

Journal of Mathematical Finance Vol.14 No.4，September 24, 2024

DOI: 10.4236/jmf.2024.144022 108 Downloads 607 Views Citations
Investment Incentives under Price-Cap Regulation (Articles)

David Bartolini

Theoretical Economics Letters Vol.2 No.5，December 28, 2012

DOI: 10.4236/tel.2012.25105 6,765 Downloads 9,055 Views Citations
The Price Forecasting of Military Aircraft Based on SVR (Articles)

Jifeng Tong, Jiaxing Du, Ping Chen, Jianguang Yuan, Zhan Huan

Journal of Computer and Communications Vol.3 No.5，May 28, 2015

DOI: 10.4236/jcc.2015.35030 3,150 Downloads 4,006 Views Citations
Producers’ Preference for Price Instability? (Articles)

Andrew Schmitz

Theoretical Economics Letters Vol.8 No.10，June 20, 2018

DOI: 10.4236/tel.2018.810114 774 Downloads 2,051 Views Citations
After the Crash: Oil Price Recovery and LNG Project Viability (Articles)

Uyiosa Omoregie

Natural Resources Vol.10 No.5，May 30, 2019

DOI: 10.4236/nr.2019.105012 857 Downloads 1,794 Views Citations
Identifying House Price Booms, Bubbles and Busts: A Disequilibrium Analysis from Chaos Theory (Articles)

Gerald A. Hanweck

Journal of Mathematical Finance Vol.10 No.3，August 28, 2020

DOI: 10.4236/jmf.2020.103027 528 Downloads 1,443 Views Citations
Producer’s Preference for Price Instability: Revisited (Articles)

Andrew Schmitz, Claudine Chegini

Theoretical Economics Letters Vol.10 No.5，October 29, 2020

DOI: 10.4236/tel.2020.105070 363 Downloads 1,185 Views Citations
Search for Stability under Price Risk (Articles)

Andrew Schmitz

Theoretical Economics Letters Vol.11 No.4，July 26, 2021

DOI: 10.4236/tel.2021.114044 215 Downloads 727 Views Citations
Geochemistry of Water and Suspended Particulate in the Lower Yangtze River: Implications for Geographic and Anthropogenic Effects (Articles)

Xuyin Yuan, Jizhou Li, Changping Mao, Junfeng Ji, Zhongfang Yang

International Journal of Geosciences Vol.3 No.1，February 28, 2012

DOI: 10.4236/ijg.2012.31010 4,721 Downloads 8,369 Views Citations

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