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ISSN
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Study of Volatility Stochastic Processes in the Context of Solvency Forecasting for Sri Lankan Life Insurers
(Articles)
Ashika Mendis
Open Journal of Statistics
Vol.11 No.1
,January 20, 2021
DOI:
10.4236/ojs.2021.111004
488
Downloads
1,504
Views
Citations
This article belongs to the Special Issue on
Statistical Modeling and Analysis
The Asymmetry of Shanghai Composite Index Volatility—Stochastic Volatility Models Based on GHST Distribution
(Articles)
Xu Han
,
Jihong Kong
Open Journal of Social Sciences
Vol.8 No.12
,December 28, 2020
DOI:
10.4236/jss.2020.812028
240
Downloads
723
Views
Citations
Modelling and Forecasting of Crude Oil Price Volatility Comparative Analysis of Volatility Models
(Articles)
Faith Wacuka Ng’ang’a
,
Meleah Oleche
Journal of Financial Risk Management
Vol.11 No.1
,March 15, 2022
DOI:
10.4236/jfrm.2022.111008
430
Downloads
4,036
Views
Citations
Pricing the Credit-Risk Put Embedded in Borrowers’ Extendible Credit Commitments, with Its Application to Basel-3 Micro-Prudential Regulation
(Articles)
John-Peter D. Chateau
Journal of Mathematical Finance
Vol.6 No.5
,November 17, 2016
DOI:
10.4236/jmf.2016.65052
1,590
Downloads
2,409
Views
Citations
Intrinsic Prices of Risk
(Articles)
Truc Le
Journal of Mathematical Finance
Vol.4 No.5
,November 19, 2014
DOI:
10.4236/jmf.2014.45029
4,773
Downloads
6,110
Views
Citations
A Linear Regression Approach for Determining Explicit Expressions for Option Prices for Equity Option Pricing Models with Dependent Volatility and Return Processes
(Articles)
Raj Jagannathan
Journal of Mathematical Finance
Vol.6 No.2
,May 19, 2016
DOI:
10.4236/jmf.2016.62026
2,967
Downloads
4,397
Views
Citations
A Theoretical Appraisal of Elaborating a Stock Market Prudential Surveillance System Based on a Conceptual Model of Integration of the Financial Sectors and Market Risk Mitigation
(Articles)
Mohamed Miras Marzouki
,
Hella Guerchi Mehri
Modern Economy
Vol.13 No.12
,December 27, 2022
DOI:
10.4236/me.2022.1312084
117
Downloads
563
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
1,227
Downloads
2,941
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
1,464
Downloads
4,855
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
3,489
Downloads
4,893
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
5,754
Downloads
6,735
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
996
Downloads
2,045
Views
Citations
This article belongs to the Special Issue on
Financial Market Volatility
Car Insurance Plans Could Make a Society Safer
(Articles)
Mohammad Zand
,
Amir Samimi
,
Khashayar Khavarian
Journal of Geoscience and Environment Protection
Vol.4 No.12
,December 1, 2016
DOI:
10.4236/gep.2016.412002
1,687
Downloads
2,824
Views
Citations
The Review of Factors Affecting Merger Premium
(Review)
Chengcheng Zhang
Journal of Service Science and Management
Vol.12 No.2
,February 25, 2019
DOI:
10.4236/jssm.2019.122014
3,191
Downloads
5,731
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
9,488
Downloads
16,323
Views
Citations
Are Sunspots Stabilizing?
(Articles)
Paul Shea
Theoretical Economics Letters
Vol.1 No.3
,November 7, 2011
DOI:
10.4236/tel.2011.13023
7,038
Downloads
10,859
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
7,132
Downloads
10,445
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
4,024
Downloads
5,231
Views
Citations
Maximum Entropy Empirical Likelihood Methods Based on Laplace Transforms for Nonnegative Continuous Distribution with Actuarial Applications
(Articles)
Andrew Luong
Open Journal of Statistics
Vol.7 No.3
,June 14, 2017
DOI:
10.4236/ojs.2017.73033
1,519
Downloads
2,590
Views
Citations
Shipping: How a Low-Earnings Industry Has Created Very Rich Owners? The Stopford’s Paradox
(Articles)
Alexandros M. Goulielmos
Modern Economy
Vol.13 No.10
,October 31, 2022
DOI:
10.4236/me.2022.1310076
155
Downloads
739
Views
Citations
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