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Journal
Affiliation
ISSN
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Application of Volatility in Portfolio Construction
(Articles)
Michael Ha
,
George Z. Liu
,
Lihui Zheng
Journal of Applied Mathematics and Physics
Vol.3 No.7
,June 30, 2015
DOI:
10.4236/jamp.2015.37099
3,362
Downloads
4,353
Views
Citations
Fair Value and Volatility in the Cases of Assets Securitization, Derivative Hedging and Loan Loss Provisioning
(Articles)
Lan Sun
Theoretical Economics Letters
Vol.5 No.5
,October 27, 2015
DOI:
10.4236/tel.2015.55078
7,284
Downloads
8,622
Views
Citations
Stock Price Information Content, Idiosyncratic Volatility and Expected Return
(Articles)
Meimei Liang
Journal of Mathematical Finance
Vol.5 No.4
,November 25, 2015
DOI:
10.4236/jmf.2015.54034
5,118
Downloads
6,374
Views
Citations
Simulation of Leveraged ETF Volatility Using Nonparametric Density Estimation
(Articles)
Matthew Ginley
,
David W. Scott
,
Katherine E. Ensor
Journal of Mathematical Finance
Vol.5 No.5
,November 30, 2015
DOI:
10.4236/jmf.2015.55039
4,894
Downloads
6,735
Views
Citations
This article belongs to the Special Issue on
Density Estimation in Finance
Option Pricing with Stochastic Volatility
(Articles)
Rossano Giandomenico
Journal of Applied Mathematics and Physics
Vol.3 No.12
,December 25, 2015
DOI:
10.4236/jamp.2015.312189
2,527
Downloads
3,687
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
2,670
Downloads
3,629
Views
Citations
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
2,551
Downloads
4,057
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
2,188
Downloads
3,050
Views
Citations
Properties of Time-Varying Causality Tests in the Presence of Multivariate Stochastic Volatility
(Articles)
Daiki Maki
Open Journal of Statistics
Vol.6 No.5
,October 8, 2016
DOI:
10.4236/ojs.2016.65064
1,501
Downloads
2,470
Views
Citations
Valuating New Product Development Project with a Stochastic Volatility Model
(Articles)
Chengru Hu
,
Chulhee Jun
,
Maggie Foley
Journal of Mathematical Finance
Vol.6 No.5
,November 30, 2016
DOI:
10.4236/jmf.2016.65064
1,578
Downloads
3,413
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
1,456
Downloads
2,584
Views
Citations
Modeling Exchange Rate Volatility: Application of the GARCH and EGARCH Models
(Articles)
Manamba Epaphra
Journal of Mathematical Finance
Vol.7 No.1
,February 6, 2017
DOI:
10.4236/jmf.2017.71007
4,336
Downloads
13,293
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
1,485
Downloads
2,825
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
1,680
Downloads
4,299
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
1,650
Downloads
3,597
Views
Citations
An Empirical Evaluation in GARCH Volatility Modeling: Evidence from the Stockholm Stock Exchange
(Articles)
Chaido Dritsaki
Journal of Mathematical Finance
Vol.7 No.2
,May 19, 2017
DOI:
10.4236/jmf.2017.72020
3,273
Downloads
7,729
Views
Citations
Nonparametric Model Calibration for Derivatives
(Articles)
Frédéric Abergel
,
Rémy Tachet des Combes
,
Riadh Zaatour
Journal of Mathematical Finance
Vol.7 No.3
,July 13, 2017
DOI:
10.4236/jmf.2017.73030
1,095
Downloads
2,156
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
1,593
Downloads
5,137
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
959
Downloads
2,065
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
1,121
Downloads
3,157
Views
Citations
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