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On the Contribution of the Stochastic Integrals to Econometrics
(Articles)
Lewis N. K. Mambo
,
Rostin M. M. Mabela
,
Isaac K. Kanyama
,
Eugène M. Mbuyi
Applied Mathematics
Vol.10 No.12
,December 23, 2019
DOI:
10.4236/am.2019.1012073
625
Downloads
1,737
Views
Citations
Study on Globalization of Shipping Stocks Pricing Based on a DC-MSV Model
(Articles)
Yiping Yu
Modern Economy
Vol.10 No.12
,December 27, 2019
DOI:
10.4236/me.2019.1012149
377
Downloads
791
Views
Citations
Research on Pricing of Shanghai 50ETF Options Based on Fractal B-S Model and GARCH Model
(Articles)
Wanting Hu
Modern Economy
Vol.11 No.2
,February 20, 2020
DOI:
10.4236/me.2020.112031
810
Downloads
1,750
Views
Citations
Malliavin Differentiability of CEV-Type Heston Model
(Articles)
Shota Tsumurai
Journal of Mathematical Finance
Vol.10 No.1
,February 26, 2020
DOI:
10.4236/jmf.2020.101012
561
Downloads
1,162
Views
Citations
Volatility Modelling of Global Financial Crises Effects on the Nigerian Banks
(Articles)
Maruf A. Raheem
,
Timothy K. Samson
Open Journal of Statistics
Vol.10 No.2
,April 22, 2020
DOI:
10.4236/ojs.2020.102021
486
Downloads
1,240
Views
Citations
Evaluating Energy Forward Dynamics Modeled as a Subordinated Hilbert-Space Linear Functional
(Articles)
Victor Alexander Okhuese
,
Jane Akinyi Aduda
,
Joseph Mung’atu
Journal of Mathematical Finance
Vol.10 No.3
,August 25, 2020
DOI:
10.4236/jmf.2020.103025
362
Downloads
794
Views
Citations
This article belongs to the Special Issue on
Pricing Strategy, Model and Price Analysis
Modeling Exchange Rate Volatility Dynamics of the Great Britain Pound to Ethiopian Birr Using the Semi-Parametric Non-Linear Fuzzy-EGARCH-ANN Model
(Articles)
Geleta T. Mohammed
,
Jane A. Aduda
,
Ananda O. Kube
Journal of Mathematical Finance
Vol.10 No.4
,October 23, 2020
DOI:
10.4236/jmf.2020.104035
672
Downloads
1,493
Views
Citations
Modeling Seasonal Fractionally Integrated Autoregressive Moving Average-Generalized Autoregressive Conditional Heteroscedasticity Model with Seasonal Level Shift Intervention
(Articles)
Lawrence Dhliwayo
,
Florance Matarise
,
Charles Chimedza
Open Journal of Statistics
Vol.10 No.5
,October 27, 2020
DOI:
10.4236/ojs.2020.105047
600
Downloads
1,573
Views
Citations
A Unified Stochastic Volatility—Stochastic Correlation Model
(Articles)
Xiang Lu
,
Gunter Meissner
,
Hong Sherwin
Journal of Mathematical Finance
Vol.10 No.4
,November 25, 2020
DOI:
10.4236/jmf.2020.104039
539
Downloads
1,944
Views
Citations
This article belongs to the Special Issue on
Financial Statistics
The Asymmetry of Shanghai Composite Index Volatility—Stochastic Volatility Models Based on GHST Distribution
(Articles)
Xu Han
,
Jihong Kong
Open Journal of Social Sciences
Vol.8 No.12
,December 28, 2020
DOI:
10.4236/jss.2020.812028
239
Downloads
710
Views
Citations
The Idiosyncratic Volatility Puzzle: A Time-Specific Anomaly
(Articles)
Xindong Zhang
,
Jianying Li
,
Xiaoli Wang
,
Xiaoxin Hu
Journal of Mathematical Finance
Vol.11 No.2
,May 31, 2021
DOI:
10.4236/jmf.2021.112017
271
Downloads
984
Views
Citations
Pricing Bitcoin under Double Exponential Jump-Diffusion Model with Asymmetric Jumps Stochastic Volatility
(Articles)
Ndeye Fatou Sene
,
Mamadou Abdoulaye Konte
,
Jane Aduda
Journal of Mathematical Finance
Vol.11 No.2
,May 31, 2021
DOI:
10.4236/jmf.2021.112018
410
Downloads
2,387
Views
Citations
This article belongs to the Special Issue on
Mathematical Finance and Application
Exponential GARCH Model with Exogenous Covariate for South Sudanese Pounds—USD Exchange Rate Volatility: On the Effects of Conflict on Volatility
(Articles)
Abui Peter Kur
,
Oscar Ngesa
,
Rachel Sarguta
Journal of Mathematical Finance
Vol.11 No.3
,August 13, 2021
DOI:
10.4236/jmf.2021.113026
250
Downloads
1,751
Views
Citations
The Impact of Relative Exchange Rate Volatility and Other Multidimensional Determinants on FDI in Egypt
(Articles)
Abd-El Atti Nadine
,
Salah Ashraf
,
Rashid Nagia
American Journal of Industrial and Business Management
Vol.11 No.12
,December 10, 2021
DOI:
10.4236/ajibm.2021.1112071
419
Downloads
2,629
Views
Citations
Modelling and Forecasting of Crude Oil Price Volatility Comparative Analysis of Volatility Models
(Articles)
Faith Wacuka Ng’ang’a
,
Meleah Oleche
Journal of Financial Risk Management
Vol.11 No.1
,March 15, 2022
DOI:
10.4236/jfrm.2022.111008
425
Downloads
3,937
Views
Citations
Fractional Stochastic Volatility Pricing of European Option Based on Self-Adaptive Differential Evolution
(Articles)
Yue Hu
,
Hongling Dong
,
Le Fu
,
Jiayang Zhai
Journal of Mathematical Finance
Vol.12 No.3
,August 25, 2022
DOI:
10.4236/jmf.2022.123029
195
Downloads
937
Views
Citations
Time Discretized Variational Iteration Method for the Stochastic Volatility Process with Jumps
(Articles)
Henrietta Ify Ojarikre
,
Ebimene James Mamadu
Advances in Pure Mathematics
Vol.12 No.11
,November 23, 2022
DOI:
10.4236/apm.2022.1211052
112
Downloads
382
Views
Citations
Equity Value and Volatility
(Articles)
Moon Hoe Lee
Journal of Mathematical Finance
Vol.13 No.3
,August 29, 2023
DOI:
10.4236/jmf.2023.133025
115
Downloads
514
Views
Citations
Yield Curve and the Business Cycle in Conventional Times
(Articles)
Roman Šustek
Journal of Mathematical Finance
Vol.14 No.1
,February 27, 2024
DOI:
10.4236/jmf.2024.141004
51
Downloads
192
Views
Citations
Application of Elzaki Transform Method to Market Volatility Using the Black-Scholes Model
(Articles)
Henrietta Ify Ojarikre
,
Ideh Rapheal
,
Ebimene James Mamadu
Journal of Applied Mathematics and Physics
Vol.12 No.3
,March 26, 2024
DOI:
10.4236/jamp.2024.123050
49
Downloads
124
Views
Citations
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