Implied Volatility - Articles - Scientific Research Publishing

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 330 Downloads 941 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 388 Downloads 1,015 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 349 Downloads 1,177 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 354 Downloads 2,189 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 187 Downloads 760 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 372 Downloads 2,120 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 148 Downloads 556 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 331 Downloads 1,986 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 167 Downloads 719 Views Citations
When Investing in Stocks, Is Boring Better? Introducing the “High Volatility Anomaly” in a Post-Meme Stock World (Articles)

Anthony C. Bozza

Journal of Mathematical Finance Vol.14 No.3，August 22, 2024

DOI: 10.4236/jmf.2024.143020 184 Downloads 870 Views Citations
Exchange Rate Volatility, Bilateral Trade, and Investment in Association of Southeast Asian Nations from 2000 to 2021 (Articles)

Kiatnarong Wongsamee, Supakit Boonanegpat

Open Journal of Business and Management Vol.12 No.5，September 23, 2024

DOI: 10.4236/ojbm.2024.125174 68 Downloads 417 Views Citations
An Approach to Calculate a Call Option Value on A Nontraded Underlying Asset Considering Its Risk Measures (Articles)

Rafael A. Rodríguez

Journal of Financial Risk Management Vol.13 No.4，December 27, 2024

DOI: 10.4236/jfrm.2024.134036 45 Downloads 260 Views Citations
Asymmetric Effect of Exchange Rate Volatility on Foreign Direct Investment, Inflation and Balance of Trade in Nigeria (Articles)

Onyewuchi Amaechi Ben-Obi, Oyinlola Olaniyi, David O. K. Okoroafor, Ben Obi

American Journal of Industrial and Business Management Vol.15 No.5，May 26, 2025

DOI: 10.4236/ajibm.2025.155033 41 Downloads 207 Views Citations
Adaptive Learning in Short Time Series (Articles)

Georgios Prokopos, Foteini Kyriazi

Theoretical Economics Letters Vol.15 No.3，June 12, 2025

DOI: 10.4236/tel.2025.153036 20 Downloads 150 Views Citations
Security and Forensic Analysis of the Ram of a Computer Infected by a Malware (Articles)

Yanogo Kiswendsida Jean Hermann, Djibo Moumouni, Kahoun Zita Phillipe, Nabollé Rachid Gaetan, Diberot Cidjeu, Gérald Yirga, Ouedraogo Tounwendyam Frederic

World Journal of Nano Science and Engineering Vol.15 No.1，March 31, 2025

DOI: 10.4236/wjnse.2025.151001 13 Downloads 76 Views Citations
Bayesian Testing for Asset Volatility Persistence on Multivariate Stochastic Volatility Models (Articles)

Yong Li, Fang-Ping Peng, Hao-Feng Xu

Journal of Mathematical Finance Vol.2 No.1，February 28, 2012

DOI: 10.4236/jmf.2012.21010 5,465 Downloads 9,621 Views Citations
Dynamic Interactive Cycles during the 2008 Financial Crisis (Articles)

Ioannis M. Neokosmidis, Vassilis Polimenis

Modern Economy Vol.1 No.1，June 7, 2010

DOI: 10.4236/me.2010.11001 5,234 Downloads 9,769 Views Citations
International Linkages of the Indian Commodity Futures Markets (Articles)

Brajesh Kumar, Ajay Pandey

Modern Economy Vol.2 No.3，July 28, 2011

DOI: 10.4236/me.2011.23027 14,177 Downloads 28,959 Views Citations
Recent Developments in Option Pricing (Articles)

Hui Gong, You Liang, Aerambamoorthy Thavaneswaran

Journal of Mathematical Finance Vol.1 No.3，November 25, 2011

DOI: 10.4236/jmf.2011.13009 6,786 Downloads 13,876 Views Citations
Co-movements of Oil, Gold, the U.S. Dollar, and Stocks (Articles)

Subarna K. Samanta, Ali H. M. Zadeh

Modern Economy Vol.3 No.1，January 5, 2012

DOI: 10.4236/me.2012.31015 9,946 Downloads 18,165 Views Citations

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