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Performance of the Heston’s Stochastic Volatility Model: A Study in Indian Index Options Market
(Articles)
Shivam Singh
,
Alok Dixit
Theoretical Economics Letters
Vol.6 No.2
,April 6, 2016
DOI:
10.4236/tel.2016.62018
2,003
Downloads
2,961
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
655
Downloads
1,204
Views
Citations
This article belongs to the Special Issue on
Financial Market Volatility
Asymmetric Impact of Informed Trading Activity on Stock Return Volatility
(Articles)
Alex YiHou Huang
,
Ching-Liang Chang
Theoretical Economics Letters
Vol.4 No.7
,August 7, 2014
DOI:
10.4236/tel.2014.47071
2,782
Downloads
3,333
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
4,356
Downloads
5,127
Views
Citations
This article belongs to the Special Issue on
Density Estimation in Finance
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
2,322
Downloads
3,271
Views
Citations
Some New Estimators of Integrated Volatility
(Articles)
Jaya P. N. Bishwal
Open Journal of Statistics
Vol.1 No.2
,July 29, 2011
DOI:
10.4236/ojs.2011.12008
4,464
Downloads
7,631
Views
Citations
Forecasting Realized Volatility Using Subsample Averaging
(Articles)
Huiyu Huang
,
Tae-Hwy Lee
Open Journal of Statistics
Vol.3 No.5
,October 9, 2013
DOI:
10.4236/ojs.2013.35044
3,333
Downloads
5,124
Views
Citations
The Electrokinetic Cross-Coupling Coefficient: Two-Scale Homogenization Approach
(Articles)
Vladimir Shelukhin
,
Igor Yeltsov
,
Iliya Paranichev
World Journal of Mechanics
Vol.1 No.3
,July 6, 2011
DOI:
10.4236/wjm.2011.13018
4,144
Downloads
8,617
Views
Citations
A General Purpose Analysis Package
(Articles)
Stefano Federico
Atmospheric and Climate Sciences
Vol.2 No.2
,April 26, 2012
DOI:
10.4236/acs.2012.22022
4,579
Downloads
7,234
Views
Citations
Numerical Simulation for Nonlinear Water Waves Propagating along the Free Surface
(Articles)
Rabab Fadhel Al-Bar
Journal of Applied Mathematics and Physics
Vol.4 No.5
,May 30, 2016
DOI:
10.4236/jamp.2016.45102
1,466
Downloads
1,996
Views
Citations
Microarray Analysis Using Rank Order Statistics for ARCH Residual Empirical Process
(Articles)
Hiroko Kato Solvang
,
Masanobu Taniguchi
Open Journal of Statistics
Vol.7 No.1
,February 20, 2017
DOI:
10.4236/ojs.2017.71005
1,182
Downloads
1,733
Views
Citations
Turbulent Modulation in Particulate Flow: A Review of Critical Variables
(Articles)
Ammar Saber
,
T. Staffan Lundström
,
J. Gunnar I. Hellström
Engineering
Vol.7 No.10
,October 16, 2015
DOI:
10.4236/eng.2015.710054
2,916
Downloads
3,752
Views
Citations
Agro-Biodiversity Spatial Assessment and Genetic Reserve Delineation for the Pollino National Park (Italy)
(Articles)
Giovanni Figliuolo
,
Domenico Cerbino
Natural Resources
Vol.5 No.7
,May 29, 2014
DOI:
10.4236/nr.2014.57029
4,175
Downloads
5,417
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
6,073
Downloads
7,080
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
757
Downloads
1,533
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
894
Downloads
2,746
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
3,243
Downloads
4,323
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
5,434
Downloads
6,031
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
8,898
Downloads
14,997
Views
Citations
Are Sunspots Stabilizing?
(Articles)
Paul Shea
Theoretical Economics Letters
Vol.1 No.3
,November 7, 2011
DOI:
10.4236/tel.2011.13023
6,710
Downloads
10,253
Views
Citations
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