Stochastic Volatility Models; Calibration - Articles

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 1,061 Downloads 5,030 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 1,901 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 9,641 Downloads 11,615 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 396 Downloads 2,174 Views Citations
Statistical Wave Equation for Nonrelativistic Rigid Body Motions (Articles)

George H. Goedecke

Journal of Modern Physics Vol.8 No.12，November 10, 2017

DOI: 10.4236/jmp.2017.812114 775 Downloads 1,597 Views Citations
Use of Ultrasound Bath in the Extraction and Quantification of Ester-Linked Phenolic Acids in Tropical Forages (Articles)

Mellina Damasceno Rachid Santos, Aline de Paula Vitor, Jailton da Costa Carneiro, Domingos Sávio Campos Paciullo, Renato Camargo Matos, Maria Auxiliadora Costa Matos

American Journal of Analytical Chemistry Vol.2 No.3，July 8, 2011

DOI: 10.4236/ajac.2011.23042 5,448 Downloads 10,371 Views Citations
On the Performance of ISFET-based Device for Water Quality Monitoring (Articles)

Pawan Whig, Syed Naseem Ahmad

Int'l J. of Communications, Network and System Sciences Vol.4 No.11，October 31, 2011

DOI: 10.4236/ijcns.2011.411087 6,092 Downloads 11,521 Views Citations
Adjustment of Gravity Observations towards a Microgal Precision (Articles)

Iris Pereira Escobar, Francismar Rimoli Berquó, Andrés R.R. Papa

International Journal of Geosciences Vol.4 No.1，January 23, 2013

DOI: 10.4236/ijg.2013.41010 4,824 Downloads 7,139 Views Citations
Calibration of Hydrognomon Model for Simulating the Hydrology of Urban Catchment (Articles)

Haruna Garba, Abubakar Ismail, Folagbade Olusoga Peter Oriola

Open Journal of Modern Hydrology Vol.3 No.2，April 29, 2013

DOI: 10.4236/ojmh.2013.32010 4,862 Downloads 8,257 Views Citations
Main Features of a Complete Ultrasonic Measurement Model: Formal Aspects of Modeling of Both Transducers Radiation and Ultrasonic Flaws Responses (Articles)

Michel Darmon, Sylvain Chatillon

Open Journal of Acoustics Vol.3 No.3A，September 12, 2013

DOI: 10.4236/oja.2013.33A008 5,704 Downloads 8,807 Views Citations
This article belongs to the Special Issue on Ultrasonic Research
Validation of PSIAC Model for Sediment Yields Estimation in Ungauged Catchments of Tanzania (Articles)

P. M. Ndomba

International Journal of Geosciences Vol.4 No.7，September 27, 2013

DOI: 10.4236/ijg.2013.47104 5,606 Downloads 8,474 Views Citations
Closed Form Moment Formulae for the Lognormal SABR Model and Applications to Calibration Problems (Articles)

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

Open Journal of Applied Sciences Vol.3 No.6，October 16, 2013

DOI: 10.4236/ojapps.2013.36045 3,714 Downloads 6,349 Views Citations
Limitations of On-Wafer Calibration and De-Embedding Methods in the Sub-THz Range (Articles)

Manuel Potereau, Christian Raya, Magali De Matos, Sébastien Fregonese, Arnaud Curutchet, Min Zhang, Bertrand Ardouin, Thomas Zimmer

Journal of Computer and Communications Vol.1 No.6，November 26, 2013

DOI: 10.4236/jcc.2013.16005 5,688 Downloads 8,099 Views Citations
Extending Multi-Period Pluto and Tasche PD Calibration Model Using Mode LRDF Approach (Articles)

Denis Surzhko

Journal of Mathematical Finance Vol.4 No.4，August 28, 2014

DOI: 10.4236/jmf.2014.44026 6,519 Downloads 8,737 Views Citations
Calibration Methods of Deception Detection (Articles)

Claudia Castro, Ernesto Octavio Lopez, Guadalupe Elizabeth Morales

Psychology Vol.5 No.19，December 17, 2014

DOI: 10.4236/psych.2014.519216 4,042 Downloads 5,317 Views Citations
Assessment of Saltwater Intrusion and Discharges to a Wetland with a 3D Transient Variable Density Flow Model: The Coastal Plane Oropesa-Torreblanca Aquifer, Spain (Articles)

Ignacio Sanz-Garrido, José E. Capilla

Journal of Water Resource and Protection Vol.7 No.9，July 14, 2015

DOI: 10.4236/jwarp.2015.79062 4,030 Downloads 5,260 Views Citations
Evaluation of Mid-Plane Dose by Flat Panel Transit Dosimetry Method and by EBT2 Film Incident Dosimetry (Articles)

Kalliopi Mandourari, Christos Antypas, Christina Armpilia, Ioannis Floros, Pantelis Karaiskos, Panagiotis Sandilos

Int'l J. of Medical Physics, Clinical Eng. and Radiation Oncology Vol.4 No.3，August 11, 2015

DOI: 10.4236/ijmpcero.2015.43029 3,183 Downloads 4,021 Views Citations
A 0.5-V, 1.2-GS/s, 6-Bit Flash ADC Using Temporarily-Boosted Comparator (Articles)

Kenichi Ohhata, Masataro Iwamoto, Naoto Yamaguchi

Circuits and Systems Vol.6 No.8，August 20, 2015

DOI: 10.4236/cs.2015.68019 4,573 Downloads 5,622 Views Citations
Sensitivity Analysis and Calibration of Hydrological Modeling of the Watershed Northeast Brazil (Articles)

Marinoé Gonzaga da Silva, Antenor de Oliveira de Aguiar Netto, Ramiro Joaquim de Jesus Neves, Anderson Nascimento do Vasco, Carina Almeida, Gregório Guirado Faccioli

Journal of Environmental Protection Vol.6 No.8，August 21, 2015

DOI: 10.4236/jep.2015.68076 5,752 Downloads 8,466 Views Citations
This article belongs to the Special Issue on Environmental Modelling
Assessment of the Sensitivity of Streamflow Simulations to Changes in Patch Resolution Using GIS Based Hydro-Ecologic Model (Articles)

Samson G. Mengistu, Melkamu A. Ali, Fuad A. Yassin

Open Journal of Modern Hydrology Vol.6 No.2，April 6, 2016

DOI: 10.4236/ojmh.2016.62007 2,833 Downloads 4,027 Views Citations

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