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DOI
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Journal
Affiliation
ISSN
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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
143
Downloads
646
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
86
Downloads
600
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
285
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
34
Downloads
156
Views
Citations
The Hawking Effect for Massive Particles
(Articles)
Bernard R. Durney
International Journal of Astronomy and Astrophysics
Vol.4 No.1
,March 4, 2014
DOI:
10.4236/ijaa.2014.41002
5,901
Downloads
8,396
Views
Citations
On the Magnus Effect
(Articles)
Kern E. Kenyon
Natural Science
Vol.8 No.2
,February 5, 2016
DOI:
10.4236/ns.2016.82006
7,142
Downloads
9,931
Views
Citations
Steady-State and Time-Resolved Fluorescence Studies of Anthrylacrylic Ester
(Articles)
Anil B. Naik
,
L. R. Naik
,
V. Jayathirtha Rao
,
Haridas Pal
Open Journal of Physical Chemistry
Vol.2 No.4
,November 27, 2012
DOI:
10.4236/ojpc.2012.24029
4,775
Downloads
8,472
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
4,841
Downloads
8,343
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
4,328
Downloads
6,110
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
2,382
Downloads
4,401
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
1,678
Downloads
3,608
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
1,731
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
337
Downloads
1,766
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
141
Downloads
737
Views
Citations
Proposal on Tunneling Effect between Quantum Hall States
(Articles)
Shosuke Sasaki
Journal of Modern Physics
Vol.4 No.9A
,September 30, 2013
DOI:
10.4236/jmp.2013.49A001
6,255
Downloads
9,008
Views
Citations
This article belongs to the Special Issue on
The High Magnetic Fields: Theory and Application
Research on the Departure Effect of the Growth Enterprise Market Listing Corporation Executives
(Articles)
Zhiyang Li
Open Journal of Social Sciences
Vol.4 No.1
,January 28, 2016
DOI:
10.4236/jss.2016.41011
3,752
Downloads
4,489
Views
Citations
The Effect of Economic Growth on Carbon Dioxide Emissions in Sub-Saharan Africa: Decomposition into Scale, Composition and Technique Effects
(Articles)
Hilaire Nkengfack
,
Hervé Kaffo Fotio
,
Serge Temkeng Djoudji
Modern Economy
Vol.10 No.5
,May 24, 2019
DOI:
10.4236/me.2019.105094
645
Downloads
2,664
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
5,223
Downloads
9,679
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
9,893
Downloads
22,591
Views
Citations
Pricing European Call Currency Option Based on Fuzzy Estimators
(Articles)
Xing Yu
,
Hongguo Sun
,
Guohua Chen
Applied Mathematics
Vol.2 No.4
,March 31, 2011
DOI:
10.4236/am.2011.24058
5,272
Downloads
9,048
Views
Citations
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