Multivariate Stochastic Volatility - Articles - Scientific Research Publishing

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 451 Downloads 1,007 Views Citations
This article belongs to the Special Issue on Pricing Strategy, Model and Price Analysis
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 316 Downloads 933 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 514 Downloads 2,919 Views Citations
This article belongs to the Special Issue on Mathematical Finance and Application
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 261 Downloads 1,152 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 135 Downloads 539 Views Citations
Stochastic Ito-Calculus and Numerical Approximations for Asset Price Forecasting in the Nigerian Stock Market (Articles)

Thomas Chinwe Urama, Patrick Oseloka Ezepue

Journal of Mathematical Finance Vol.8 No.4，November 12, 2018

DOI: 10.4236/jmf.2018.84041 2,336 Downloads 4,059 Views Citations
This article belongs to the Special Issue on Stochastic Methods and Finance
Study of Volatility Stochastic Processes in the Context of Solvency Forecasting for Sri Lankan Life Insurers (Articles)

Ashika Mendis

Open Journal of Statistics Vol.11 No.1，January 20, 2021

DOI: 10.4236/ojs.2021.111004 647 Downloads 2,248 Views Citations
This article belongs to the Special Issue on Statistical Modeling and Analysis
Geometric Fractional Brownian Motion Perturbed by Fractional Ornstein-Uhlenbeck Process and Application on KLCI Option Pricing (Articles)

Mohammed Alhagyan, Masnita Misiran, Zurni Omar

Open Access Library Journal Vol.3 No.8，August 19, 2016

DOI: 10.4236/oalib.1102863 1,552 Downloads 2,882 Views Citations
On Two Transform Methods for the Valuation of Contingent Claims (Articles)

Chuma Raphael Nwozo, Sunday Emmanuel Fadugba

Journal of Mathematical Finance Vol.5 No.2，March 30, 2015

DOI: 10.4236/jmf.2015.52009 3,974 Downloads 5,248 Views Citations
Volatility Forecasting and Volatility Risk Premium (Articles)

Jingfei Cheng

Journal of Applied Mathematics and Physics Vol.3 No.1，January 28, 2015

DOI: 10.4236/jamp.2015.31014 6,747 Downloads 8,642 Views Citations
Evaluating Volatility Forecasts with Ultra-High-Frequency Data—Evidence from the Australian Equity Market (Articles)

Kai Zhang, Lurion De Mello, Mehdi Sadeghi

Theoretical Economics Letters Vol.8 No.1，January 4, 2018

DOI: 10.4236/tel.2018.81001 1,283 Downloads 3,170 Views Citations
This article belongs to the Special Issue on Financial Economics
Next Level in Risk Management? Hedging and Trading Strategies of Volatility Derivatives Using VIX Futures (Articles)

Ernst J. Fahling, Elmar Steurer, Tobias Schädler, Adrian Volz

Journal of Financial Risk Management Vol.7 No.4，December 29, 2018

DOI: 10.4236/jfrm.2018.74024 1,574 Downloads 5,331 Views Citations
Characterizing the Volatility Transmission across International Stock Markets (Articles)

Amarnath Mitra, Vishwanathan Iyer, Anto Joseph

Theoretical Economics Letters Vol.5 No.4，August 24, 2015

DOI: 10.4236/tel.2015.54067 3,550 Downloads 5,137 Views Citations
Inferring Volatility from the Yield Curve (Articles)

Vincent Brousseau, Alain Durré

Journal of Mathematical Finance Vol.5 No.3，August 28, 2015

DOI: 10.4236/jmf.2015.53026 5,848 Downloads 7,011 Views Citations
Research on the Daily Volatility Measure Considering the Impact of Overnight Variance and Time Segment in Chinese Stock Market (Articles)

Yu Shi, Handong Li

Journal of Mathematical Finance Vol.8 No.3，August 7, 2018

DOI: 10.4236/jmf.2018.83035 1,058 Downloads 2,214 Views Citations
This article belongs to the Special Issue on Financial Market Volatility
Do Leveraged ETFs Increase Volatility (Articles)

William J. Trainor

Technology and Investment Vol.1 No.3，August 27, 2010

DOI: 10.4236/ti.2010.13026 9,739 Downloads 16,993 Views Citations
Are Sunspots Stabilizing? (Articles)

Paul Shea

Theoretical Economics Letters Vol.1 No.3，November 7, 2011

DOI: 10.4236/tel.2011.13023 7,114 Downloads 11,060 Views Citations
The Cross-Sectional Risk Premium of Decomposed Market Volatility in UK Stock Market (Articles)

Yan Yang, Laurence Copeland

Open Journal of Social Sciences Vol.2 No.7，July 14, 2014

DOI: 10.4236/jss.2014.27006 4,125 Downloads 5,486 Views Citations
Multivariate Statistical Analysis of Phyllite Samples Based on Chemical (XRF) and Mineralogical Data by XRD (Articles)

Eduardo Garzón Garzón, Antonio Ruíz-Conde, Pedro Jose Sánchez-Soto

American Journal of Analytical Chemistry Vol.3 No.5，May 29, 2012

DOI: 10.4236/ajac.2012.35047 6,274 Downloads 10,407 Views Citations
Multivariate Geostatistical Model for Groundwater Constituents in Texas (Articles)

Faye Anderson

International Journal of Geosciences Vol.5 No.13，December 26, 2014

DOI: 10.4236/ijg.2014.513132 5,349 Downloads 6,749 Views Citations

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