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ISSN
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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
108
Downloads
602
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
145
Downloads
655
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
87
Downloads
614
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
45
Downloads
290
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
37
Downloads
163
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
4,845
Downloads
8,355
Views
Citations
Modeling Exchange Rate Dynamics in Egypt: Observed and Unobserved Volatility
(Articles)
Dina Rofael
,
Rana Hosni
Modern Economy
Vol.6 No.1
,January 14, 2015
DOI:
10.4236/me.2015.61006
4,329
Downloads
6,120
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
2,387
Downloads
4,422
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
1,685
Downloads
3,633
Views
Citations
Modelling and Forecasting Unbiased Extreme Value Volatility Estimator: A Study Based on EUR/USD Exchange Rate
(Articles)
Dilip Kumar
Theoretical Economics Letters
Vol.8 No.9
,June 13, 2018
DOI:
10.4236/tel.2018.89102
795
Downloads
1,734
Views
Citations
This article belongs to the Special Issue on
Financial Modeling
Modelling Stochastic Volatility in the Kenyan Securities Market Using Hidden Markov Models
(Articles)
Matilda B. Bosire
,
Samuel Chege Maina
Journal of Financial Risk Management
Vol.10 No.3
,September 30, 2021
DOI:
10.4236/jfrm.2021.103021
341
Downloads
1,772
Views
Citations
Forecasting Crude Oil Price Volatility by Heston Model
(Articles)
Patrick Kandege Mwanakatwe
,
Joanitha Daniel
,
Kulwa Roberth Nzungu
Journal of Mathematical Finance
Vol.13 No.3
,August 29, 2023
DOI:
10.4236/jmf.2023.133026
146
Downloads
753
Views
Citations
A Fixed Suppressed Rate Selection Method for Suppressed Fuzzy C-Means Clustering Algorithm
(Articles)
Jiulun Fan
,
Jing Li
Applied Mathematics
Vol.5 No.8
,May 8, 2014
DOI:
10.4236/am.2014.58119
3,647
Downloads
5,847
Views
Citations
Application of SOM neural network in clustering
(Articles)
Soroor Behbahani
,
Ali Moti Nasrabadiv
Journal of Biomedical Science and Engineering
Vol.2 No.8
,December 15, 2009
DOI:
10.4236/jbise.2009.28093
5,452
Downloads
12,601
Views
Citations
A Novel Spatial Clustering Algorithm Based on Delaunay Triangulation
(Articles)
Xiankun Yang
,
Weihong Cui
Journal of Software Engineering and Applications
Vol.3 No.2
,March 2, 2010
DOI:
10.4236/jsea.2010.32018
8,281
Downloads
15,143
Views
Citations
Time Series Forecasting of Hourly PM10 Using Localized Linear Models
(Articles)
Athanasios Sfetsos
,
Diamando Vlachogiannis
Journal of Software Engineering and Applications
Vol.3 No.4
,May 6, 2010
DOI:
10.4236/jsea.2010.34042
5,061
Downloads
9,918
Views
Citations
Stable Sensor Network (SSN): A Dynamic Clustering Technique for Maximizing Stability in Wireless Sensor Networks
(Articles)
A. B. M. Alim Al Islam
,
Chowdhury Sayeed Hyder
,
Humayun Kabir
,
Mahmuda Naznin
Wireless Sensor Network
Vol.2 No.7
,July 9, 2010
DOI:
10.4236/wsn.2010.27066
6,736
Downloads
13,204
Views
Citations
Internet Districts in Italy: Is Proximity an Antidote against Weak Broadband Competition?
(Articles)
Alessio D’Ignazio
,
Emanuele Giovannetti
Modern Economy
Vol.2 No.3
,July 29, 2011
DOI:
10.4236/me.2011.23044
4,746
Downloads
8,132
Views
Citations
The Use of Fuzzy Clustering and Correlation to Implement an Heart Disease Diagnosing System in FPGA
(Articles)
Evaldo Renó Faria Cintra
,
Tales Cleber Pimenta
,
Robson Luiz Moreno
Journal of Software Engineering and Applications
Vol.4 No.8
,August 2, 2011
DOI:
10.4236/jsea.2011.48057
5,266
Downloads
9,371
Views
Citations
A New Model for Strategy Formulation Using Mahalanobis-Taguchi System and Clustering Algorithm
(Articles)
Ali Hadighi
,
Iraj Mahdavi
Intelligent Information Management
Vol.3 No.5
,September 20, 2011
DOI:
10.4236/iim.2011.35024
5,016
Downloads
9,405
Views
Citations
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