Uncertain Volatility Model - Articles - Scientific Research Publishing

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
Microarray Analysis Using Rank Order Statistics for ARCH Residual Empirical Process (Articles)

Hiroko Kato Solvang, Masanobu Taniguchi

Open Journal of Statistics Vol.7 No.1，February 20, 2017

DOI: 10.4236/ojs.2017.71005 1,539 Downloads 2,665 Views Citations
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 7,113 Downloads 11,058 Views Citations
The Calibration of Some Stochastic Volatility Models Used in Mathematical Finance (Articles)

Lorella Fatone, Francesca Mariani, Maria Cristina Recchioni, Francesco Zirilli

Open Journal of Applied Sciences Vol.4 No.2，February 20, 2014

DOI: 10.4236/ojapps.2014.42004 7,310 Downloads 10,938 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
Adaptive Lag Synchronization of Lorenz Chaotic System with Uncertain Parameters (Articles)

Yanfei Chen, Zhen Jia, Guangming Deng

Applied Mathematics Vol.3 No.6，June 21, 2012

DOI: 10.4236/am.2012.36083 4,147 Downloads 6,839 Views Citations
Chaos Synchronization of Uncertain Lorenz System via Single State Variable Feedback (Articles)

Fengxiang Chen, Tong Zhang

Applied Mathematics Vol.4 No.11B，November 7, 2013

DOI: 10.4236/am.2013.411A2002 4,139 Downloads 5,968 Views Citations
This article belongs to the Special Issue on Chaos and Fractal
On Asymptotic Stability of Linear Control Systems (Articles)

Şerife Yılmaz, Taner Büyükköroğlu, Vakif Dzhafarov

Applied Mathematics Vol.6 No.1，January 12, 2015

DOI: 10.4236/am.2015.61008 2,795 Downloads 5,075 Views Citations
An Uncertain Programming Model for Competitive Logistics Distribution Center Location Problem (Articles)

Bingyu Lan, Jin Peng, Lin Chen

American Journal of Operations Research Vol.5 No.6，November 27, 2015

DOI: 10.4236/ajor.2015.56042 4,781 Downloads 5,909 Views Citations
Backfiring Effect of Uncertain Trade Policy (Articles)

Yasunori Fujita

Modern Economy Vol.7 No.5，May 18, 2016

DOI: 10.4236/me.2016.75067 2,361 Downloads 3,068 Views Citations
This article belongs to the Special Issue on International Economics and Trade
Elementary Uncertain Renewal Reward Theorem and Its Strict Proof (Articles)

Xiaojing Shi, Xingfang Zhang

Open Access Library Journal Vol.3 No.2，February 16, 2016

DOI: 10.4236/oalib.1102366 822 Downloads 1,498 Views Citations
An Entropy Measurement Method of Quantum Information System under Uncertain Environment (Articles)

Zijing Li, Jiangnan Deng, Bing Zhou, Ying Liu, Zhengying Cai

International Journal of Intelligence Science Vol.8 No.2，April 30, 2018

DOI: 10.4236/ijis.2018.82002 747 Downloads 1,459 Views Citations
Finite-Time Synchronization for Heterogeneous Complex Networks with Time-Varying Delays (Articles)

Yicong Ma, Yali Tai

Applied Mathematics Vol.11 No.10，October 26, 2020

DOI: 10.4236/am.2020.1110066 409 Downloads 1,063 Views Citations
Disproportionate Safety Preference and the Innovation of Fintech Shadow Banking (Articles)

Hammad Siddiqi

Theoretical Economics Letters Vol.12 No.3，June 9, 2022

DOI: 10.4236/tel.2022.123035 151 Downloads 682 Views Citations
This article belongs to the Special Issue on Financial Innovation
Pricing and Hedging in Stochastic Volatility Regime Switching Models (Articles)

Stéphane Goutte

Journal of Mathematical Finance Vol.3 No.1，February 26, 2013

DOI: 10.4236/jmf.2013.31006 5,047 Downloads 9,007 Views Citations
Food Commodity Prices Volatility: The Role of Biofuels (Articles)

Christopher L. Gilbert, Harriet K. Mugera

Natural Resources Vol.5 No.5，April 29, 2014

DOI: 10.4236/nr.2014.55019 5,301 Downloads 7,661 Views Citations
This article belongs to the Special Issue on Biofuel Research
On Volatility Transmission from Crude Oil to Agricultural Commodities (Articles)

Dilip Kumar

Theoretical Economics Letters Vol.7 No.2，February 3, 2017

DOI: 10.4236/tel.2017.72009 1,894 Downloads 4,032 Views Citations
Time-Varying Volatility Connectedness of Asset Markets: Evidence from Century-Long Data (Articles)

Ting Huang

American Journal of Industrial and Business Management Vol.10 No.2，February 20, 2020

DOI: 10.4236/ajibm.2020.102027 724 Downloads 1,726 Views Citations
Averting Disaster: Leverage Limits for Single-Stock Leveraged ETFs (Articles)

Matthew S. Crouse

Journal of Mathematical Finance Vol.12 No.4，October 21, 2022

DOI: 10.4236/jmf.2022.124033 199 Downloads 1,175 Views Citations

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