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Empirical Analysis of Potential Put-Call Parity Arbitrage Opportunities with Particular Focus on the Shanghai Stock Exchange 50 Index
(Articles)
Elmar Steurer
,
Ernst J. Fahling
,
Jiali Du
Journal of Financial Risk Management
Vol.11 No.1
,January 29, 2022
DOI:
10.4236/jfrm.2022.111003
291
Downloads
1,576
Views
Citations
World-Universe Model Predictions
(Articles)
Vladimir S. Netchitailo
Journal of High Energy Physics, Gravitation and Cosmology
Vol.6 No.2
,April 30, 2020
DOI:
10.4236/jhepgc.2020.62022
593
Downloads
2,005
Views
Citations
Impact of Macroeconomic Volatility on Stock Market Volatility in Bangladesh
(Articles)
Md. Rafiqul Matin
Journal of Financial Risk Management
Vol.12 No.3
,September 20, 2023
DOI:
10.4236/jfrm.2023.123013
144
Downloads
595
Views
Citations
This article belongs to the Special Issue on
Financial, Operational, and Business Risk
Effects of Exchange Rate Volatility on Trade in Some Selected Sub-Saharan African Countries
(Articles)
David Olayungbo
,
Olalekan Yinusa
,
Anthony Akinlo
Modern Economy
Vol.2 No.4
,September 21, 2011
DOI:
10.4236/me.2011.24059
6,321
Downloads
11,553
Views
Citations
Recurrent Support and Relevance Vector Machines Based Model with Application to Forecasting Volatility of Financial Returns
(Articles)
Altaf Hossain
,
Mohammed Nasser
Journal of Intelligent Learning Systems and Applications
Vol.3 No.4
,November 29, 2011
DOI:
10.4236/jilsa.2011.34026
7,246
Downloads
12,610
Views
Citations
Forecasting Volatility of Gold Price Using Markov Regime Switching and Trading Strategy
(Articles)
Nop Sopipan
,
Pairote Sattayatham
,
Bhusana Premanode
Journal of Mathematical Finance
Vol.2 No.1
,February 28, 2012
DOI:
10.4236/jmf.2012.21014
9,484
Downloads
22,072
Views
Citations
Black-Scholes Option Pricing Model Modified to Admit a Miniscule Drift Can Reproduce the Volatility Smile
(Articles)
Matthew C. Modisett
,
James A. Powell
Applied Mathematics
Vol.3 No.6
,June 26, 2012
DOI:
10.4236/am.2012.36093
7,140
Downloads
10,897
Views
Citations
Relationship between Trading Volume and Asymmetric Volatility in the Korean Stock Market
(Articles)
Ki-Hong Choi
,
Zhu-Hua Jiang
,
Sang Hoon Kang
,
Seong-Min Yoon
Modern Economy
Vol.3 No.5
,September 29, 2012
DOI:
10.4236/me.2012.35077
6,134
Downloads
9,916
Views
Citations
Conditional Heteroscedasticity in Streamflow Process: Paradox or Reality?
(Articles)
Martins Yusuf Otache
,
Isiguzo Edwin Ahaneku
,
Abubakar Sadeeq Mohammed
,
John Jiya Musa
Open Journal of Modern Hydrology
Vol.2 No.4
,October 16, 2012
DOI:
10.4236/ojmh.2012.24010
3,856
Downloads
6,703
Views
Citations
Cointegration between Exchange Rate Volatility and Key Macroeconomic Fundamentals: Evidence from Nigeria
(Articles)
Edet Joshua Udoh
,
Sunday Brownson Akpan
,
Daniel Etim John
,
Inimfon Vincent Patrick
Modern Economy
Vol.3 No.7
,November 29, 2012
DOI:
10.4236/me.2012.37108
5,861
Downloads
9,599
Views
Citations
Some Explicit Formulae for the Hull and White Stochastic Volatility Model
(Articles)
Lorella Fatone
,
Francesca Mariani
,
Maria Cristina Recchioni
,
Francesco Zirilli
Int'l J. of Modern Nonlinear Theory and Application
Vol.2 No.1
,March 13, 2013
DOI:
10.4236/ijmnta.2013.21003
6,634
Downloads
11,414
Views
Citations
Behind the Rejection of Alternative Measures of Implied Equity Volatility: A Note
(Articles)
G. D. Hancock
Journal of Financial Risk Management
Vol.2 No.1
,March 28, 2013
DOI:
10.4236/jfrm.2013.21002
3,566
Downloads
6,928
Views
Citations
The Empirical Study about Introduction of Stock Index Futures on the Volatility of Spot Market
(Articles)
Guiliang Tian
,
Huixiangzi Zheng
iBusiness
Vol.5 No.3B
,November 8, 2013
DOI:
10.4236/ib.2013.53B024
5,277
Downloads
7,263
Views
Citations
Financial Crisis in Retrospect: Bad Luck or Bad Policies?
(Articles)
Gregory M. Dempster
,
Justin P. Isaacs
Theoretical Economics Letters
Vol.4 No.1
,February 18, 2014
DOI:
10.4236/tel.2014.41013
4,305
Downloads
6,195
Views
Citations
A Comparison of Spillover Effects before, during and after the 2008 Financial Crisis
(Articles)
Alethea Rea
,
William Rea
,
Marco Reale
,
Carl Scarrott
Applied Mathematics
Vol.5 No.4
,March 10, 2014
DOI:
10.4236/am.2014.54057
3,904
Downloads
5,444
Views
Citations
Study on the Extreme Risk Spillover between China and World Stock Market after China’s Share Structure Reform
(Articles)
Liangyu Wang
Journal of Financial Risk Management
Vol.3 No.2
,June 12, 2014
DOI:
10.4236/jfrm.2014.32006
3,064
Downloads
4,999
Views
Citations
Testing the Long-Memory Features in Return and Volatility of NSE Index
(Articles)
Naseem Ahamed
,
Mamoni Kalita
,
Aviral Kumar Tiwari
Theoretical Economics Letters
Vol.5 No.3
,June 29, 2015
DOI:
10.4236/tel.2015.53050
2,923
Downloads
3,797
Views
Citations
Intraday Periodicity and Long Memory Volatility in Hong Kong Stock Market
(Articles)
Wei Dai
,
Dejun Xie
,
Bianxia Sun
Open Journal of Social Sciences
Vol.3 No.7
,July 14, 2015
DOI:
10.4236/jss.2015.37011
3,397
Downloads
4,234
Views
Citations
The Impact of Margin Trading on Volatility of Stock Market: Evidence from SSE 50 Index
(Articles)
Muwei Chen
Journal of Financial Risk Management
Vol.5 No.3
,September 29, 2016
DOI:
10.4236/jfrm.2016.53018
2,834
Downloads
6,493
Views
Citations
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
4,316
Downloads
10,573
Views
Citations
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