Stochastic Volatility Models; Calibration - Articles

Modeling and Forecasting Financial Volatilities Using a Joint Model for Range and Realized Volatility (Articles)

Yunqian Ma, Yuanying Jiang

Open Journal of Business and Management Vol.4 No.2，April 12, 2016

DOI: 10.4236/ojbm.2016.42022 2,612 Downloads 4,179 Views Citations
On Detecting Sudden Changes in the Unconditional Volatility of a Time Series (Articles)

Dilip Kumar

Theoretical Economics Letters Vol.6 No.2，April 26, 2016

DOI: 10.4236/tel.2016.62028 2,233 Downloads 3,202 Views Citations
Financial Integration and Portfolio Diversification: Evidence from CIVETS Stock Markets (Articles)

Kashif Saleem, Osama Al-Hares, Sheraz Ahmed

Theoretical Economics Letters Vol.6 No.6，December 14, 2016

DOI: 10.4236/tel.2016.66121 1,519 Downloads 2,772 Views Citations
Macroeconomic Information and the Implied Volatility: Evidence from India VIX (Articles)

Palamalai Srinivasan

Theoretical Economics Letters Vol.7 No.3，April 17, 2017

DOI: 10.4236/tel.2017.73037 1,541 Downloads 2,923 Views Citations
Stock Exchanges Comparison between Mainland China and H.K. Based on the SVL Model (Articles)

Jiahui Lin

Open Journal of Statistics Vol.7 No.3，May 11, 2017

DOI: 10.4236/ojs.2017.73027 1,754 Downloads 5,130 Views Citations
Accounting and Stock Market Performance in the US: Evidence from Joiners and Leavers (Articles)

Christos Floros, Efthalia Tabouratzi, Dimitris Charamis, Stella Zounta

Theoretical Economics Letters Vol.7 No.4，May 17, 2017

DOI: 10.4236/tel.2017.74050 1,735 Downloads 3,740 Views Citations
Exchange Rate Volatility in Pakistan and Its Impact on Selected Macro Economic Variables (1980-2014) (Articles)

Madeeha Zamir, Amjad Amin, Sami Ullah, Salim Ullah Khan

iBusiness Vol.9 No.4，December 22, 2017

DOI: 10.4236/ib.2017.94012 1,726 Downloads 5,425 Views Citations
Patterns and Pricing of Idiosyncratic Volatility in the French Stock Market (Articles)

Zhentao Liu, Gilbert V. Nartea, Ji Wu

Theoretical Economics Letters Vol.8 No.1，January 29, 2018

DOI: 10.4236/tel.2018.81005 1,036 Downloads 2,157 Views Citations
This article belongs to the Special Issue on Financial Economics
Board Gender Diversity, Earnings Quality and Stock Price Informativeness (Articles)

Yue Gao

American Journal of Industrial and Business Management Vol.8 No.2，February 14, 2018

DOI: 10.4236/ajibm.2018.82018 1,233 Downloads 3,498 Views Citations
Samuelson Effect and Hedging Effectiveness in the CSI 300 Index Futures (Articles)

Chunchou Wu

Theoretical Economics Letters Vol.8 No.14，October 19, 2018

DOI: 10.4236/tel.2018.814180 659 Downloads 1,525 Views Citations
Which Model Performs Better While Forecasting Stock Market Volatility? Answer for Dhaka Stock Exchange (DSE) (Articles)

S. M. Abdullah, Mohammod Akbar Kabir, Kawsar Jahan, Salina Siddiqua

Theoretical Economics Letters Vol.8 No.14，October 26, 2018

DOI: 10.4236/tel.2018.814199 1,041 Downloads 2,590 Views Citations
Application of Iterative Approaches in Modeling the Efficiency of ARIMA-GARCH Processes in the Presence of Outliers (Articles)

Emmanuel Alphonsus Akpan, K. E. Lasisi, Ali Adamu, Haruna Bakari Rann

Applied Mathematics Vol.10 No.3，March 29, 2019

DOI: 10.4236/am.2019.103012 826 Downloads 1,790 Views Citations
The Volatility Effect: Recent Evidence from Indian Markets (Articles)

Nehal Joshipura, Mayank Joshipura

Theoretical Economics Letters Vol.9 No.6，August 30, 2019

DOI: 10.4236/tel.2019.96136 825 Downloads 2,079 Views Citations
Modelling Intervalling Effect of High Frequency Trading on Portfolio Volatility (Articles)

Ki Hoon Hong

Theoretical Economics Letters Vol.9 No.7，September 27, 2019

DOI: 10.4236/tel.2019.97150 546 Downloads 1,213 Views Citations
Dynamic Linkages between Brics and Other Emerging Equity Markets (Articles)

Sanjay Sehgal, Arjun Mittal, Anand Mittal

Theoretical Economics Letters Vol.9 No.7，August 31, 2019

DOI: 10.4236/tel.2019.97166 751 Downloads 1,934 Views Citations
Value at Risk Models in Indian Markets: A Predictive Ability Evaluation Study (Articles)

Kushagra Goel, Sunny Oswal

Theoretical Economics Letters Vol.9 No.8，December 9, 2019

DOI: 10.4236/tel.2019.98177 715 Downloads 2,600 Views Citations
Autoregressive Fractionally Integrated Moving Average-Generalized Autoregressive Conditional Heteroskedasticity Model with Level Shift Intervention (Articles)

Lawrence Dhliwayo, Florance Matarise, Charles Chimedza

Open Journal of Statistics Vol.10 No.2，April 29, 2020

DOI: 10.4236/ojs.2020.102023 1,572 Downloads 2,991 Views Citations
The Estimation of the Spot Volatility for Diffusion Process (Articles)

Weiwei Xu, Xin Yang, Shanchao Yang

Open Journal of Statistics Vol.11 No.2，April 21, 2021

DOI: 10.4236/ojs.2021.112017 323 Downloads 915 Views Citations
This article belongs to the Special Issue on Parameters Estimation Research
Convergence of a Randomised Change Point Estimator in GARCH Models (Articles)

George Awiakye-Marfo, Joseph Mung’atu, Patrick Weke

Journal of Mathematical Finance Vol.11 No.2，May 12, 2021

DOI: 10.4236/jmf.2021.112013 377 Downloads 969 Views Citations
Supplier Association Relationship and Cost Stickiness
—Analysis of Cooperation Effect Based on Environmental Uncertainty (Articles)

Yuchen Yan

Open Journal of Business and Management Vol.9 No.3，May 28, 2021

DOI: 10.4236/ojbm.2021.93065 341 Downloads 1,119 Views Citations

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