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Linkage between India Implied Volatility Index and Stock Index Returns
(Articles)
Palamalai Srinivasan
,
R. D. Vasudevan
Theoretical Economics Letters
Vol.7 No.4
,June 16, 2017
DOI:
10.4236/tel.2017.74063
1,685
Downloads
3,456
Views
Citations
Implementation of the Estimating Functions Approach in Asset Returns Volatility Forecasting Using First Order Asymmetric GARCH Models
(Articles)
Timothy Ndonye Mutunga
,
Ali Salim Islam
,
Luke Akong’o Orawo
Open Journal of Statistics
Vol.5 No.5
,August 19, 2015
DOI:
10.4236/ojs.2015.55047
3,343
Downloads
4,381
Views
Citations
Modeling Stock Market Volatility Using GARCH Models: A Case Study of Nairobi Securities Exchange (NSE)
(Articles)
Arfa Maqsood
,
Suboohi Safdar
,
Rafia Shafi
,
Ntato Jeremiah Lelit
Open Journal of Statistics
Vol.7 No.2
,April 30, 2017
DOI:
10.4236/ojs.2017.72026
2,441
Downloads
7,884
Views
Citations
Margin Trading and Securities Lending, Investor Sentiments and the Volatility of Chinese Securities Market
(Articles)
Huiting Huang
American Journal of Industrial and Business Management
Vol.9 No.3
,March 20, 2019
DOI:
10.4236/ajibm.2019.93036
1,122
Downloads
2,386
Views
Citations
The Asymmetry of Shanghai Composite Index Volatility—Stochastic Volatility Models Based on GHST Distribution
(Articles)
Xu Han
,
Jihong Kong
Open Journal of Social Sciences
Vol.8 No.12
,December 28, 2020
DOI:
10.4236/jss.2020.812028
235
Downloads
702
Views
Citations
Color Information Encoding Based on Phase-Truncated Gyrator Transform Domain
(Articles)
Muhammad Rafiq Abuturab
,
Tajuddin Ali Ahmad
Int'l J. of Communications, Network and System Sciences
Vol.7 No.4
,April 15, 2014
DOI:
10.4236/ijcns.2014.74013
3,547
Downloads
4,955
Views
Citations
This article belongs to the Special Issue on
Communication Cryptography Technology
Measuring Asymmetric Nature of Beta Using a Smooth Linear Transformation
(Articles)
Subrata Kumar Mitra
Theoretical Economics Letters
Vol.9 No.6
,August 29, 2019
DOI:
10.4236/tel.2019.96128
368
Downloads
1,151
Views
Citations
Volatility Forecasting and Volatility Risk Premium
(Articles)
Jingfei Cheng
Journal of Applied Mathematics and Physics
Vol.3 No.1
,January 28, 2015
DOI:
10.4236/jamp.2015.31014
6,663
Downloads
8,308
Views
Citations
Evaluating Volatility Forecasts with Ultra-High-Frequency Data—Evidence from the Australian Equity Market
(Articles)
Kai Zhang
,
Lurion De Mello
,
Mehdi Sadeghi
Theoretical Economics Letters
Vol.8 No.1
,January 4, 2018
DOI:
10.4236/tel.2018.81001
1,219
Downloads
2,907
Views
Citations
This article belongs to the Special Issue on
Financial Economics
Next Level in Risk Management? Hedging and Trading Strategies of Volatility Derivatives Using VIX Futures
(Articles)
Ernst J. Fahling
,
Elmar Steurer
,
Tobias Schädler
,
Adrian Volz
Journal of Financial Risk Management
Vol.7 No.4
,December 29, 2018
DOI:
10.4236/jfrm.2018.74024
1,458
Downloads
4,817
Views
Citations
Characterizing the Volatility Transmission across International Stock Markets
(Articles)
Amarnath Mitra
,
Vishwanathan Iyer
,
Anto Joseph
Theoretical Economics Letters
Vol.5 No.4
,August 24, 2015
DOI:
10.4236/tel.2015.54067
3,486
Downloads
4,870
Views
Citations
Inferring Volatility from the Yield Curve
(Articles)
Vincent Brousseau
,
Alain Durré
Journal of Mathematical Finance
Vol.5 No.3
,August 28, 2015
DOI:
10.4236/jmf.2015.53026
5,748
Downloads
6,715
Views
Citations
Research on the Daily Volatility Measure Considering the Impact of Overnight Variance and Time Segment in Chinese Stock Market
(Articles)
Yu Shi
,
Handong Li
Journal of Mathematical Finance
Vol.8 No.3
,August 7, 2018
DOI:
10.4236/jmf.2018.83035
990
Downloads
2,026
Views
Citations
This article belongs to the Special Issue on
Financial Market Volatility
Hermitian Symmetry on a Hilbert Space—Its Applications to Some Asymmetric Phenomena
(Articles)
Naohito Chino
Natural Science
Vol.12 No.5
,April 29, 2020
DOI:
10.4236/ns.2020.125020
412
Downloads
1,000
Views
Citations
Do Leveraged ETFs Increase Volatility
(Articles)
William J. Trainor
Technology and Investment
Vol.1 No.3
,August 27, 2010
DOI:
10.4236/ti.2010.13026
9,468
Downloads
16,273
Views
Citations
Are Sunspots Stabilizing?
(Articles)
Paul Shea
Theoretical Economics Letters
Vol.1 No.3
,November 7, 2011
DOI:
10.4236/tel.2011.13023
7,026
Downloads
10,832
Views
Citations
The Calibration of Some Stochastic Volatility Models Used in Mathematical Finance
(Articles)
Lorella Fatone
,
Francesca Mariani
,
Maria Cristina Recchioni
,
Francesco Zirilli
Open Journal of Applied Sciences
Vol.4 No.2
,February 20, 2014
DOI:
10.4236/ojapps.2014.42004
7,091
Downloads
10,363
Views
Citations
The Cross-Sectional Risk Premium of Decomposed Market Volatility in UK Stock Market
(Articles)
Yan Yang
,
Laurence Copeland
Open Journal of Social Sciences
Vol.2 No.7
,July 14, 2014
DOI:
10.4236/jss.2014.27006
4,020
Downloads
5,209
Views
Citations
A Computer Program for Dynamic Load Simulation of Spur Gears with Asymmetric and Symmetric Teeth
(Articles)
Fatih Karpat
,
Stephen Ekwaro-Osire
,
Esin Karpat
World Journal of Mechanics
Vol.2 No.5
,October 31, 2012
DOI:
10.4236/wjm.2012.25029
6,309
Downloads
11,005
Views
Citations
Real Estate Pricing under Two-Sided Asymmetric Information
(Articles)
Jeremy Sandford
,
Paul Shea
Theoretical Economics Letters
Vol.3 No.4
,July 17, 2013
DOI:
10.4236/tel.2013.34037
4,370
Downloads
6,588
Views
Citations
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