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DOI
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Journal
Affiliation
ISSN
Subject
Volatility Prediction: A Study with Structural Breaks
(Articles)
Dilip Kumar
Theoretical Economics Letters
Vol.8 No.6
,April 23, 2018
DOI:
10.4236/tel.2018.86080
961
Downloads
1,989
Views
Citations
This article belongs to the Special Issue on
Computational Economics and Econometrics
Samuelson Effect and Hedging Effectiveness in the CSI 300 Index Futures
(Articles)
Chunchou Wu
Theoretical Economics Letters
Vol.8 No.14
,October 19, 2018
DOI:
10.4236/tel.2018.814180
617
Downloads
1,338
Views
Citations
Which Model Performs Better While Forecasting Stock Market Volatility? Answer for Dhaka Stock Exchange (DSE)
(Articles)
S. M. Abdullah
,
Mohammod Akbar Kabir
,
Kawsar Jahan
,
Salina Siddiqua
Theoretical Economics Letters
Vol.8 No.14
,October 26, 2018
DOI:
10.4236/tel.2018.814199
952
Downloads
2,311
Views
Citations
Application of Iterative Approaches in Modeling the Efficiency of ARIMA-GARCH Processes in the Presence of Outliers
(Articles)
Emmanuel Alphonsus Akpan
,
K. E. Lasisi
,
Ali Adamu
,
Haruna Bakari Rann
Applied Mathematics
Vol.10 No.3
,March 29, 2019
DOI:
10.4236/am.2019.103012
752
Downloads
1,527
Views
Citations
A Full Asymptotic Series of European Call Option Prices in the SABR Model with Beta = 1
(Articles)
Z. Guo
,
H. Schellhorn
Applied Mathematics
Vol.10 No.6
,June 28, 2019
DOI:
10.4236/am.2019.106034
616
Downloads
1,297
Views
Citations
This article belongs to the Special Issue on
Stochastic Process and Stochastic Calculus
The Volatility Effect: Recent Evidence from Indian Markets
(Articles)
Nehal Joshipura
,
Mayank Joshipura
Theoretical Economics Letters
Vol.9 No.6
,August 30, 2019
DOI:
10.4236/tel.2019.96136
745
Downloads
1,786
Views
Citations
Modelling Intervalling Effect of High Frequency Trading on Portfolio Volatility
(Articles)
Ki Hoon Hong
Theoretical Economics Letters
Vol.9 No.7
,September 27, 2019
DOI:
10.4236/tel.2019.97150
490
Downloads
1,038
Views
Citations
Dynamic Linkages between Brics and Other Emerging Equity Markets
(Articles)
Sanjay Sehgal
,
Arjun Mittal
,
Anand Mittal
Theoretical Economics Letters
Vol.9 No.7
,August 31, 2019
DOI:
10.4236/tel.2019.97166
669
Downloads
1,612
Views
Citations
Value at Risk Models in Indian Markets: A Predictive Ability Evaluation Study
(Articles)
Kushagra Goel
,
Sunny Oswal
Theoretical Economics Letters
Vol.9 No.8
,December 9, 2019
DOI:
10.4236/tel.2019.98177
608
Downloads
2,198
Views
Citations
Autoregressive Fractionally Integrated Moving Average-Generalized Autoregressive Conditional Heteroskedasticity Model with Level Shift Intervention
(Articles)
Lawrence Dhliwayo
,
Florance Matarise
,
Charles Chimedza
Open Journal of Statistics
Vol.10 No.2
,April 29, 2020
DOI:
10.4236/ojs.2020.102023
1,421
Downloads
2,588
Views
Citations
The Estimation of the Spot Volatility for Diffusion Process
(Articles)
Weiwei Xu
,
Xin Yang
,
Shanchao Yang
Open Journal of Statistics
Vol.11 No.2
,April 21, 2021
DOI:
10.4236/ojs.2021.112017
246
Downloads
713
Views
Citations
This article belongs to the Special Issue on
Parameters Estimation Research
Convergence of a Randomised Change Point Estimator in GARCH Models
(Articles)
George Awiakye-Marfo
,
Joseph Mung’atu
,
Patrick Weke
Journal of Mathematical Finance
Vol.11 No.2
,May 12, 2021
DOI:
10.4236/jmf.2021.112013
297
Downloads
765
Views
Citations
Supplier Association Relationship and Cost Stickiness
—Analysis of Cooperation Effect Based on Environmental Uncertainty
(Articles)
Yuchen Yan
Open Journal of Business and Management
Vol.9 No.3
,May 28, 2021
DOI:
10.4236/ojbm.2021.93065
271
Downloads
886
Views
Citations
Determinants of Option Markets Liquidity: An Empirical Analysis on European Markets
(Articles)
Thomas Poufinas
,
Konstantinos Pappas
Theoretical Economics Letters
Vol.11 No.4
,August 31, 2021
DOI:
10.4236/tel.2021.114053
233
Downloads
1,331
Views
Citations
Modeling and Forecast of Ghana’s GDP Using ARIMA-GARCH Model
(Articles)
Dwumah Barbara
,
Chenlong Li
,
Yingchuan Jing
,
Aning Samuel
Open Access Library Journal
Vol.9 No.1
,January 29, 2022
DOI:
10.4236/oalib.1108335
274
Downloads
1,733
Views
Citations
Efficient Pricing of Low Volatility Path Dependent Options
(Articles)
Osei Antwi
,
Francis Tabi Oduro
Journal of Mathematical Finance
Vol.12 No.1
,February 21, 2022
DOI:
10.4236/jmf.2022.121012
120
Downloads
544
Views
Citations
Measuring Rice Price Volatility and Its Determinants in Tanzania: An Implication for Price Stabilization Policies
(Articles)
Yohana James Mgale
,
Shauri Timothy
,
Provident Dimoso
Theoretical Economics Letters
Vol.12 No.2
,April 24, 2022
DOI:
10.4236/tel.2022.122031
243
Downloads
1,438
Views
Citations
Research on the Volatility Value of A-Share State-Owned Shipping Stocks
(Articles)
Rongrong Hu
,
Yiping Yu
Modern Economy
Vol.13 No.6
,June 29, 2022
DOI:
10.4236/me.2022.136046
100
Downloads
376
Views
Citations
Using TGARCH-M to Model the Impact of Good News and Bad News on Covid-19 Related Stocks’ Volatilities
(Articles)
Junqi Chen
,
Hui Li
,
Yan Lv
Journal of Financial Risk Management
Vol.11 No.2
,June 30, 2022
DOI:
10.4236/jfrm.2022.112023
264
Downloads
1,513
Views
Citations
Forecasting Volatility Based on a New Combined HAR-Type Model with Long Memory and Switching Regime: Empirical Evidence from Equity Realized Volatility
(Articles)
Yirong Huang
,
Zhonglin Wan
,
Hongyan Li
,
Yi Luo
Journal of Mathematical Finance
Vol.14 No.1
,February 27, 2024
DOI:
10.4236/jmf.2024.141005
68
Downloads
259
Views
Citations
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