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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
3,848
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
1,323
Downloads
3,421
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
1,350
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
326
Downloads
1,723
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
309
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
115
Downloads
570
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
154
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
93
Downloads
601
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
45
Downloads
171
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
8,257
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
2,405
Downloads
4,303
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
1,686
Downloads
3,520
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
796
Downloads
1,623
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
351
Downloads
1,621
Views
Citations
Ant Colony Optimization Based on Adaptive Volatility Rate of Pheromone Trail
(Articles)
Zhaoquan CAI
,
Han HUANG
,
Yong QIN
,
Xianheng MA
Int'l J. of Communications, Network and System Sciences
Vol.2 No.8
,November 17, 2009
DOI:
10.4236/ijcns.2009.28092
5,257
Downloads
9,428
Views
Citations
Revisiting Characteristics of Ionic Liquids: A Review for Further Application Development
(Articles)
Rusen Feng
,
Dongbin Zhao
,
Yongjun Guo
Journal of Environmental Protection
Vol.1 No.2
,June 29, 2010
DOI:
10.4236/jep.2010.12012
9,931
Downloads
21,905
Views
Citations
Volatility Spillover from Oil to Food and Agricultural Raw Material Markets
(Articles)
Muge Kaltalioglu
,
Ugur Soytas
Modern Economy
Vol.2 No.2
,May 17, 2011
DOI:
10.4236/me.2011.22011
5,680
Downloads
11,516
Views
Citations
The Effect of Tick Size on Testing for Nonlinearity in Financial Markets Data
(Articles)
Heather Mitchell
,
Michael McKenzie
Journal of Mathematical Finance
Vol.1 No.1
,June 1, 2011
DOI:
10.4236/jmf.2011.11001
5,946
Downloads
12,125
Views
Citations
On the Consistency of a Firm’s Value with a Lognormal Diffusion Process
(Articles)
Andrew M. K. Cheung
,
Van Son Lai
Journal of Mathematical Finance
Vol.2 No.1
,February 28, 2012
DOI:
10.4236/jmf.2012.21003
4,836
Downloads
8,415
Views
Citations
VIX and VIX Futures Pricing Algorithms: Cultivating Understanding
(Articles)
Hancock G. D’Anne
Modern Economy
Vol.3 No.3
,May 22, 2012
DOI:
10.4236/me.2012.33038
11,919
Downloads
17,807
Views
Citations
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