Price Volatility - Articles - Scientific Research Publishing

Efficient Pricing of Low Volatility Path Dependent Options (Articles)

Osei Antwi, Francis Tabi Oduro

Journal of Mathematical Finance Vol.12 No.1，February 21, 2022

DOI: 10.4236/jmf.2022.121012 187 Downloads 761 Views Citations
Research on the Volatility Value of A-Share State-Owned Shipping Stocks (Articles)

Rongrong Hu, Yiping Yu

Modern Economy Vol.13 No.6，June 29, 2022

DOI: 10.4236/me.2022.136046 148 Downloads 558 Views Citations
Using TGARCH-M to Model the Impact of Good News and Bad News on Covid-19 Related Stocks’ Volatilities (Articles)

Junqi Chen, Hui Li, Yan Lv

Journal of Financial Risk Management Vol.11 No.2，June 30, 2022

DOI: 10.4236/jfrm.2022.112023 333 Downloads 1,988 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 168 Downloads 728 Views Citations
When Investing in Stocks, Is Boring Better? Introducing the “High Volatility Anomaly” in a Post-Meme Stock World (Articles)

Anthony C. Bozza

Journal of Mathematical Finance Vol.14 No.3，August 22, 2024

DOI: 10.4236/jmf.2024.143020 186 Downloads 878 Views Citations
Exchange Rate Volatility, Bilateral Trade, and Investment in Association of Southeast Asian Nations from 2000 to 2021 (Articles)

Kiatnarong Wongsamee, Supakit Boonanegpat

Open Journal of Business and Management Vol.12 No.5，September 23, 2024

DOI: 10.4236/ojbm.2024.125174 68 Downloads 424 Views Citations
An Approach to Calculate a Call Option Value on A Nontraded Underlying Asset Considering Its Risk Measures (Articles)

Rafael A. Rodríguez

Journal of Financial Risk Management Vol.13 No.4，December 27, 2024

DOI: 10.4236/jfrm.2024.134036 45 Downloads 263 Views Citations
Asymmetric Effect of Exchange Rate Volatility on Foreign Direct Investment, Inflation and Balance of Trade in Nigeria (Articles)

Onyewuchi Amaechi Ben-Obi, Oyinlola Olaniyi, David O. K. Okoroafor, Ben Obi

American Journal of Industrial and Business Management Vol.15 No.5，May 26, 2025

DOI: 10.4236/ajibm.2025.155033 43 Downloads 221 Views Citations
Security and Forensic Analysis of the Ram of a Computer Infected by a Malware (Articles)

Yanogo Kiswendsida Jean Hermann, Djibo Moumouni, Kahoun Zita Phillipe, Nabollé Rachid Gaetan, Diberot Cidjeu, Gérald Yirga, Ouedraogo Tounwendyam Frederic

World Journal of Nano Science and Engineering Vol.15 No.1，March 31, 2025

DOI: 10.4236/wjnse.2025.151001 14 Downloads 85 Views Citations
Bayesian Testing for Asset Volatility Persistence on Multivariate Stochastic Volatility Models (Articles)

Yong Li, Fang-Ping Peng, Hao-Feng Xu

Journal of Mathematical Finance Vol.2 No.1，February 28, 2012

DOI: 10.4236/jmf.2012.21010 5,467 Downloads 9,625 Views Citations
Pricing Models in Marketing Research (Articles)

Stan Lipovetsky, Shon Magnan, Andrea Zanetti-Polzi

Intelligent Information Management Vol.3 No.5，September 20, 2011

DOI: 10.4236/iim.2011.35020 29,729 Downloads 54,944 Views Citations
The Research about the Trans-provincial Centralized Bidding Trading Market of East China Power Grid --I：Empirical Analysis (Articles)

Bin Zou, Xiao-Jun Wang, Xiao-Gang Li, Li-Bing Yang

Engineering Vol.5 No.1B，January 16, 2013

DOI: 10.4236/eng.2013.51B021 5,409 Downloads 6,921 Views Citations
Market Microstructure and Price Discovery (Articles)

Paul Carlisle Kettler, Aleh L. Yablonski, Frank Proske

Journal of Mathematical Finance Vol.3 No.1，February 26, 2013

DOI: 10.4236/jmf.2013.31001 4,834 Downloads 11,124 Views Citations
An Analysis of the Jonsei and Purchase Prices in the Korean Housing Market (Articles)

Gieyoung Lim

Modern Economy Vol.6 No.1，January 14, 2015

DOI: 10.4236/me.2015.61007 3,102 Downloads 4,027 Views Citations
Trends of Base Metals Prices (Articles)

Nguyen Bao Anh, Aggey Semenov

Theoretical Economics Letters Vol.5 No.4，August 14, 2015

DOI: 10.4236/tel.2015.54062 4,458 Downloads 5,604 Views Citations
Environmental Water Price Based on Water Environment Capacity and Ecological Water Consumption: A Case Study of Hefei (Articles)

Yuzhen Duan, Guijian Liu, Chong Ren, Xiaobao Peng

Journal of Geoscience and Environment Protection Vol.4 No.4，April 28, 2016

DOI: 10.4236/gep.2016.44013 1,689 Downloads 3,103 Views Citations
Review of Methods to Calculate Congestion Cost Allocation in Deregulated Electricity Market (Articles)

Jiawei Zhao, Jianfeng Lu, Kwok Lun Lo

World Journal of Engineering and Technology Vol.4 No.3D，October 20, 2016

DOI: 10.4236/wjet.2016.43D003 2,123 Downloads 4,090 Views Citations
Study on the Dynamic Relationship between Housing Price and Land Price in Shenzhen Based on VAR Model (Articles)

Zuqiu Wen

Journal of Service Science and Management Vol.10 No.1，February 24, 2017

DOI: 10.4236/jssm.2017.101003 1,520 Downloads 2,772 Views Citations
Relationship between Spot and Future Prices of Crude Oil: A Cointegration Analysis (Articles)

M. C. Minimol

Theoretical Economics Letters Vol.8 No.3，February 11, 2018

DOI: 10.4236/tel.2018.83023 1,118 Downloads 3,523 Views Citations
Research on the Relationship between CPI and PPI Based on VEC Model (Articles)

Shijun Li, Guoqiang Tang, Duancui Yang, Shixue Du

Open Journal of Statistics Vol.9 No.2，April 12, 2019

DOI: 10.4236/ojs.2019.92016 1,393 Downloads 9,516 Views Citations

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