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ISSN
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Review of Stock Markets’ Reaction to New Events: Evidence from Brexit
(Articles)
Isaac Quaye
,
Yinping Mu
,
Braimah Abudu
,
Ramous Agyare
Journal of Financial Risk Management
Vol.5 No.4
,December 30, 2016
DOI:
10.4236/jfrm.2016.54025
4,349
Downloads
10,666
Views
Citations
An Empirical Study on the Pass-Through Effect of RMB Nominal Effective Exchange Rate on Import Price
(Articles)
Alin Xia
Modern Economy
Vol.8 No.2
,January 26, 2017
DOI:
10.4236/me.2017.82012
2,249
Downloads
3,527
Views
Citations
The Stochastic Volatility Model, Regime Switching and Value-at-Risk (VaR) in International Equity Markets
(Articles)
Ata Assaf
Journal of Mathematical Finance
Vol.7 No.2
,May 31, 2017
DOI:
10.4236/jmf.2017.72026
1,896
Downloads
4,349
Views
Citations
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
872
Downloads
1,926
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
788
Downloads
1,788
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
1,502
Downloads
3,860
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
1,327
Downloads
3,443
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
692
Downloads
1,352
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
329
Downloads
1,742
Views
Citations
An Analysis of Gold and US Equity
(Articles)
Chikashi Tsuji
Modern Economy
Vol.14 No.4
,April 30, 2023
DOI:
10.4236/me.2023.144024
73
Downloads
313
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
119
Downloads
585
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
155
Downloads
667
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
95
Downloads
610
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
48
Downloads
302
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
47
Downloads
182
Views
Citations
A Survey of Wind Power Ramp Forecasting
(Articles)
Tinghui Ouyang
,
Xiaoming Zha
,
Liang Qin
Energy and Power Engineering
Vol.5 No.4B
,October 16, 2013
DOI:
10.4236/epe.2013.54B071
6,771
Downloads
9,661
Views
Citations
Evaluation of Models for Longevity in a Closed Nucleus Breeding Programme: A Case Study Kenyan Sahiwal
(Articles)
Benjamin Musyimi Musingi
,
Leah Mumbi Mahianyu
,
E. Dorcas Mutheu Musingi
Open Journal of Animal Sciences
Vol.11 No.2
,April 28, 2021
DOI:
10.4236/ojas.2021.112021
376
Downloads
1,026
Views
Citations
Some New Estimators of Integrated Volatility
(Articles)
Jaya P. N. Bishwal
Open Journal of Statistics
Vol.1 No.2
,July 29, 2011
DOI:
10.4236/ojs.2011.12008
4,855
Downloads
8,267
Views
Citations
Performance of the Heston’s Stochastic Volatility Model: A Study in Indian Index Options Market
(Articles)
Shivam Singh
,
Alok Dixit
Theoretical Economics Letters
Vol.6 No.2
,April 6, 2016
DOI:
10.4236/tel.2016.62018
2,406
Downloads
4,321
Views
Citations
Linkage between India Implied Volatility Index and Stock Index Returns
(Articles)
Palamalai Srinivasan
,
R. D. Vasudevan
Theoretical Economics Letters
Vol.7 No.4
,June 16, 2017
DOI:
10.4236/tel.2017.74063
1,687
Downloads
3,532
Views
Citations
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