Stochastic Volatility Models; Calibration - Articles

Determinants of Option Markets Liquidity: An Empirical Analysis on European Markets (Articles)

Thomas Poufinas, Konstantinos Pappas

Theoretical Economics Letters Vol.11 No.4，August 31, 2021

DOI: 10.4236/tel.2021.114053 312 Downloads 1,944 Views Citations
Modeling and Forecast of Ghana’s GDP Using ARIMA-GARCH Model (Articles)

Dwumah Barbara, Chenlong Li, Yingchuan Jing, Aning Samuel

Open Access Library Journal Vol.9 No.1，January 29, 2022

DOI: 10.4236/oalib.1108335 343 Downloads 2,119 Views Citations
Efficient Pricing of Low Volatility Path Dependent Options (Articles)

Osei Antwi, Francis Tabi Oduro

Journal of Mathematical Finance Vol.12 No.1，February 21, 2022

DOI: 10.4236/jmf.2022.121012 178 Downloads 720 Views Citations
Measuring Rice Price Volatility and Its Determinants in Tanzania: An Implication for Price Stabilization Policies (Articles)

Yohana James Mgale, Shauri Timothy, Provident Dimoso

Theoretical Economics Letters Vol.12 No.2，April 24, 2022

DOI: 10.4236/tel.2022.122031 352 Downloads 2,021 Views Citations
Research on the Volatility Value of A-Share State-Owned Shipping Stocks (Articles)

Rongrong Hu, Yiping Yu

Modern Economy Vol.13 No.6，June 29, 2022

DOI: 10.4236/me.2022.136046 145 Downloads 529 Views Citations
Using TGARCH-M to Model the Impact of Good News and Bad News on Covid-19 Related Stocks’ Volatilities (Articles)

Junqi Chen, Hui Li, Yan Lv

Journal of Financial Risk Management Vol.11 No.2，June 30, 2022

DOI: 10.4236/jfrm.2022.112023 323 Downloads 1,920 Views Citations
Forecasting Volatility Based on a New Combined HAR-Type Model with Long Memory and Switching Regime: Empirical Evidence from Equity Realized Volatility (Articles)

Yirong Huang, Zhonglin Wan, Hongyan Li, Yi Luo

Journal of Mathematical Finance Vol.14 No.1，February 27, 2024

DOI: 10.4236/jmf.2024.141005 151 Downloads 642 Views Citations
When Investing in Stocks, Is Boring Better? Introducing the “High Volatility Anomaly” in a Post-Meme Stock World (Articles)

Anthony C. Bozza

Journal of Mathematical Finance Vol.14 No.3，August 22, 2024

DOI: 10.4236/jmf.2024.143020 172 Downloads 801 Views Citations
Exchange Rate Volatility, Bilateral Trade, and Investment in Association of Southeast Asian Nations from 2000 to 2021 (Articles)

Kiatnarong Wongsamee, Supakit Boonanegpat

Open Journal of Business and Management Vol.12 No.5，September 23, 2024

DOI: 10.4236/ojbm.2024.125174 58 Downloads 311 Views Citations
An Approach to Calculate a Call Option Value on A Nontraded Underlying Asset Considering Its Risk Measures (Articles)

Rafael A. Rodríguez

Journal of Financial Risk Management Vol.13 No.4，December 27, 2024

DOI: 10.4236/jfrm.2024.134036 37 Downloads 197 Views Citations
Progress of computer potential of mankind as the basis for a new model of the universe (Articles)

Pavel A. Stabnikov

Natural Science Vol.3 No.2，March 1, 2011

DOI: 10.4236/ns.2011.32013 4,836 Downloads 9,481 Views Citations
A Process Model of Quantum Mechanics (Articles)

William H. Sulis

Journal of Modern Physics Vol.5 No.16，October 30, 2014

DOI: 10.4236/jmp.2014.516176 4,052 Downloads 5,106 Views Citations
Obesity and the Demand for Canadian Physician Services (Articles)

James McIntosh

Health Vol.6 No.19，November 12, 2014

DOI: 10.4236/health.2014.619301 4,756 Downloads 5,605 Views Citations
Studies of Climate Change with Statistical-Dynamical Models: A Review (Articles)

Sergio H. Franchito, Vadlamudi B. Rao

American Journal of Climate Change Vol.4 No.1，March 12, 2015

DOI: 10.4236/ajcc.2015.41006 5,467 Downloads 7,392 Views Citations
RETRACTED:Revisiting Systems Type Black-Box Rainfall-Runoff Models for Flow Forecasting Application (Articles)

Dereje Tesfahun Mengistu, Semu Ayalew Moges, Asgeir Sorteberg

Journal of Water Resource and Protection Vol.8 No.1，January 19, 2016

DOI: 10.4236/jwarp.2016.81006 4,604 Downloads 6,010 Views Citations
Distance Learning Models and Their Effusiveness in Cameroon Higher Education (Articles)

Fedelis Lekeaka Alemnge

Creative Education Vol.9 No.5，April 27, 2018

DOI: 10.4236/ce.2018.95059 1,603 Downloads 5,808 Views Citations
A Local Causal Model of Spacetime Dynamics (Articles)

Hans H. Diel

Open Access Library Journal Vol.5 No.10，October 31, 2018

DOI: 10.4236/oalib.1104957 416 Downloads 1,440 Views Citations
4-D Modeling of a Sustainable Economy: Integrating Economic, Environmental, Population, and Monetary Models (Articles)

Frederick Betz

Theoretical Economics Letters Vol.9 No.6，August 15, 2019

DOI: 10.4236/tel.2019.96119 726 Downloads 1,638 Views Citations
Regression Analysis to Create New Truck Trip Generation Equations for Medium Sized Communities (Articles)

Mehrnaz Doustmohammadi, Michael Anderson, Ehsan Doustmohammadi

Current Urban Studies Vol.7 No.3，September 26, 2019

DOI: 10.4236/cus.2019.73024 766 Downloads 1,901 Views Citations
Evaluation of the Accuracy of Digital Models Obtained Using Intraoral and Extraoral Scanners versus Gold Standard Plaster Model (Diagnostic Accuracy Study) (Articles)

Mohammed Amr Labib, Amr Ragab El-Beialy, Khaled Hazem Attia

Open Journal of Medical Imaging Vol.10 No.3，September 29, 2020

DOI: 10.4236/ojmi.2020.103015 913 Downloads 2,419 Views Citations

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