Stylized Facts of Volatility - Articles - Scientific Research Publishing

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 1,577 Downloads 5,341 Views Citations
Some Stylized Facts of Short-Term Stock Prices of Selected Nigerian Banks (Articles)

Maruf Ariyo Raheem, Patrick Oseloka Ezepue

Open Journal of Statistics Vol.8 No.1，February 6, 2018

DOI: 10.4236/ojs.2018.81008 1,026 Downloads 2,577 Views Citations
Anchoring Heuristics, Investor Sentiment and Stylized Facts in the Stock Market: An Agent Based Model (Articles)

Hermes Yukio Higachi, Ana Cristina Cruz de Faria, Adriana Sbicca, Jefferson Kato

Theoretical Economics Letters Vol.10 No.1，February 27, 2020

DOI: 10.4236/tel.2020.101013 880 Downloads 2,134 Views Citations
An Econometric Approach to Incorporating Non-Normality in VaR Measurement (Articles)

Victor Gumbo, Simiso Siziba

Journal of Mathematical Finance Vol.6 No.1，February 25, 2016

DOI: 10.4236/jmf.2016.61010 2,728 Downloads 3,709 Views Citations
Stylized Tendency of Scene Design in Digital Games—Take Gothic and Surrealism for Example (Articles)

Lijun Wang, Xiao Dou

Art and Design Review Vol.3 No.2，April 15, 2015

DOI: 10.4236/adr.2015.32003 5,559 Downloads 6,958 Views Citations
Performance Comparison of PI and Fuzzy Logic Based IPFC on Damping of Power System Oscillations (Articles)

S. N. Dhurvey, V. K. Chandrakar

Journal of Power and Energy Engineering Vol.4 No.4，April 29, 2016

DOI: 10.4236/jpee.2016.44008 2,333 Downloads 3,295 Views Citations
Wavelet Entropy Based Algorithm for Fault Detection and Classification in FACTS Compensated Transmission Line (Articles)

Amany M. El-Zonkoly, Hussein Desouki

Energy and Power Engineering Vol.3 No.1，February 25, 2011

DOI: 10.4236/epe.2011.31006 6,487 Downloads 12,300 Views Citations
Smart Grid: An Overview (Articles)

Tamilmaran Vijayapriya, Dwarkadas Pralhadas Kothari

Smart Grid and Renewable Energy Vol.2 No.4，November 1, 2011

DOI: 10.4236/sgre.2011.24035 16,192 Downloads 33,525 Views Citations
A Study on the Transmission Line Transient Protection Containing Static Synchronous Compensator (Articles)

Kezhen Liu, Ting Liu, Hongchun Shu, Jilai Yu

Energy and Power Engineering Vol.5 No.4B，November 15, 2013

DOI: 10.4236/epe.2013.54B226 5,300 Downloads 6,983 Views Citations
Improvement of Power System Performance Using Fuzzy Logic Based Interline Power Flow Controller [IPFC] (Articles)

S. N. Dhurvey, V. K. Chandrakar

Journal of Power and Energy Engineering Vol.4 No.4，April 29, 2016

DOI: 10.4236/jpee.2016.44007 2,594 Downloads 4,413 Views Citations
Firefly Algorithm in Determining Maximum Load Utilization Point and Its Enhancement through Optimal Placement of FACTS Device (Articles)

S. Rajasekaran, Dr. S. Muralidharan

Circuits and Systems Vol.7 No.10，August 19, 2016

DOI: 10.4236/cs.2016.710262 1,514 Downloads 2,414 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 6,749 Downloads 8,649 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 3,171 Views Citations
This article belongs to the Special Issue on Financial Economics
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 3,551 Downloads 5,141 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 7,013 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 2,216 Views Citations
This article belongs to the Special Issue on Financial Market Volatility
Improving Voltage Stability of Power System by Optimal Location of FACTS Devices Using Bio-Inspired Algorithms (Articles)

Archana Naganathan, Vidhyapriya Ranganathan

Circuits and Systems Vol.7 No.6，May 13, 2016

DOI: 10.4236/cs.2016.76069 3,073 Downloads 5,032 Views Citations
Intelligent Extension of Legal Logic: Challenge and Direction (Articles)

Zhi Zhang

Beijing Law Review Vol.11 No.3，September 23, 2020

DOI: 10.4236/blr.2020.113046 413 Downloads 1,294 Views Citations
Contribution to the Optimization of the Transient Stability of an Electric Power Transmission Network Using a Universal Power Flow Compensator Controlled by a Three-Stage Inverter (Articles)

Koko Koko Joseph, Nneme Nneme Léandre, Ndjakomo Essiane Salomé

World Journal of Engineering and Technology Vol.8 No.4，November 9, 2020

DOI: 10.4236/wjet.2020.84048 432 Downloads 1,339 Views Citations
Contribution to Asymmetrical Compensation through Parallel Controllers of FACTS (STATCOM)—IPC 240 Dual for a Power Transmission Line (Articles)

Kengne Chatue Charlène Steva, Mengata Mengounou Ghislain, Koko Koko Joseph, Batassou Guilzia Jeannot, Nneme Nneme Leandre

World Journal of Engineering and Technology Vol.11 No.1，January 18, 2023

DOI: 10.4236/wjet.2023.111003 190 Downloads 633 Views Citations

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