Multivariate Stochastic Volatility - Articles - Scientific Research Publishing

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
Agricultural Commodity Markets: Reference Point for the Real Value of a Currency (Articles)

Ian McFarlane

Modern Economy Vol.5 No.5，May 23, 2014

DOI: 10.4236/me.2014.55050 4,272 Downloads 5,748 Views Citations
Does the Implied Volatility Index Have Signaling Power? Evidence from Mexico (Articles)

Jin Yong Yang, Junyoung Heo, In-Sung Yeo, Sang-Heon Lee

Modern Economy Vol.5 No.8，July 18, 2014

DOI: 10.4236/me.2014.58080 3,484 Downloads 5,165 Views Citations
Implied Idiosyncratic Volatility and Stock Return Predictability (Articles)

Cesario Mateus, Worawuth Konsilp

Journal of Mathematical Finance Vol.4 No.5，November 26, 2014

DOI: 10.4236/jmf.2014.45032 4,907 Downloads 6,922 Views Citations
The Effect of Money Supply on the Volatility of Korean Stock Market (Articles)

Ki-Hong Choi, Seong-Min Yoon

Modern Economy Vol.6 No.5，May 14, 2015

DOI: 10.4236/me.2015.65052 4,912 Downloads 6,570 Views Citations
Measuring and Comparing the Value-at-Risk Using GARCH and CARR Models for CSI 300 Index (Articles)

Chunchou Wu

Theoretical Economics Letters Vol.8 No.6，April 23, 2018

DOI: 10.4236/tel.2018.86078 1,062 Downloads 5,034 Views Citations
This article belongs to the Special Issue on Computational Economics and Econometrics
Growth and Volatility: An Analysis for the Brazilian Economy (Articles)

Elano Ferreira Arruda, Felipe de Sousa Bastos, Pablo Urano de Carvalho Castelar, Fernando Marques Mansilla, Antônio Clécio de Brito

Theoretical Economics Letters Vol.9 No.7，October 24, 2019

DOI: 10.4236/tel.2019.97165 725 Downloads 1,902 Views Citations
Fair Value and Its Economic Consequence on the Volatility Measures of Earnings, Stock Price and Government Debt Yield (Articles)

Lan Sun

Theoretical Economics Letters Vol.4 No.9，December 22, 2014

DOI: 10.4236/tel.2014.49114 9,642 Downloads 11,620 Views Citations
Empirical Analysis of Potential Put-Call Parity Arbitrage Opportunities with Particular Focus on the Shanghai Stock Exchange 50 Index (Articles)

Elmar Steurer, Ernst J. Fahling, Jiali Du

Journal of Financial Risk Management Vol.11 No.1，January 29, 2022

DOI: 10.4236/jfrm.2022.111003 398 Downloads 2,181 Views Citations
Multivariate Chemometric Analysis of a Polluted River of a Megalopolis (Articles)

Alejandro Gabriel García-Reiriz, Jorge Federico Magallanes, Marjan Vracko, Jure Zupan, Silvia Reich, Daniel Salvador Cicerone

Journal of Environmental Protection Vol.2 No.7，September 28, 2011

DOI: 10.4236/jep.2011.27103 5,694 Downloads 10,701 Views Citations
Influence of agronomic variables on quality of tomato fruits (Articles)

Marcos Hernández Suárez, Eladia Peña Méndez, Beatriz Rodríguez Galdón, Elena Rodríguez Rodríguez, Carlos Díaz Romero

Agricultural Sciences Vol.2 No.4，November 25, 2011

DOI: 10.4236/as.2011.24054 7,544 Downloads 13,764 Views Citations
Evaluation of Variations in Seed Vigour Characters of West African Rice (Oryza sativa L.) Genotypes Using Multivariate Technique (Articles)

M. A. Adebisi, F. S. Okelola, M. O. Ajala, T. O. Kehinde, I. O. Daniel, O. O. Ajani

American Journal of Plant Sciences Vol.4 No.2，February 27, 2013

DOI: 10.4236/ajps.2013.42047 6,954 Downloads 9,973 Views Citations
Comparative Analysis of Three Torbangun Clones (Plectranthus amboinicus (Lour.) Spreng) Based on Phenotypic Characteristics and Phenolic Content (Articles)

Nuri Andarwulan, Nancy Dewi Yuliana, Elva Hasna, Sandra Arifin Aziz, Tim D. Davis

American Journal of Plant Sciences Vol.5 No.24，December 1, 2014

DOI: 10.4236/ajps.2014.524383 3,527 Downloads 4,845 Views Citations
Holistic Evaluation of the Morbidity Due to Diabetes Mellitus Type 2 and Its Main Risk Factors in the State of San Luis Potosi, Mexico (Articles)

Gaytán-Hernández Darío, Domínguez-Cortinas Gabriela, Mejía-Saavedra José de Jesús, Márquez-Mireles Leonardo Ernesto

Journal of Diabetes Mellitus Vol.5 No.1，February 11, 2015

DOI: 10.4236/jdm.2015.51005 3,836 Downloads 5,064 Views Citations
Fruit and Vegetable Nutrition Value Assessment and Replacement Based on the Principal Component Analysis and Cluster Analysis (Articles)

Xiuhua Liang, Guangming Deng, Bin Yan

Applied Mathematics Vol.6 No.9，August 24, 2015

DOI: 10.4236/am.2015.69144 4,463 Downloads 6,061 Views Citations
Regional Differences in the Chemical Composition of Cuneiform Clay Tablets (Articles)

Etsuo Uchida, Daiki Niikuma, Ryota Watanabe

Archaeological Discovery Vol.3 No.4，September 30, 2015

DOI: 10.4236/ad.2015.34015 4,174 Downloads 5,550 Views Citations
Uncertainty in Precipitation Projection under Changing Climate Conditions: A Regional Case Study (Articles)

Sohom Mandal, Patrick A. Breach, Slobodan P. Simonovic

American Journal of Climate Change Vol.5 No.1，March 31, 2016

DOI: 10.4236/ajcc.2016.51012 3,663 Downloads 6,150 Views Citations
This article belongs to the Special Issue on Extreme Weather and Climate

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