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DOI
Author
Journal
Affiliation
ISSN
Subject
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
1,788
Downloads
3,646
Views
Citations
Volatility Prediction: A Study with Structural Breaks
(Articles)
Dilip Kumar
Theoretical Economics Letters
Vol.8 No.6
,April 23, 2018
DOI:
10.4236/tel.2018.86080
945
Downloads
2,081
Views
Citations
This article belongs to the Special Issue on
Computational Economics and Econometrics
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
4,824
Downloads
8,320
Views
Citations
Modelling and Forecasting Unbiased Extreme Value Volatility Estimator: A Study Based on EUR/USD Exchange Rate
(Articles)
Dilip Kumar
Theoretical Economics Letters
Vol.8 No.9
,June 13, 2018
DOI:
10.4236/tel.2018.89102
788
Downloads
1,712
Views
Citations
This article belongs to the Special Issue on
Financial Modeling
A Hausman Type Test for Differences between Least Squares and Robust Time Series Factor Model Betas
(Articles)
Tatiana A. Maravina
,
R. Douglas Martin
Journal of Mathematical Finance
Vol.12 No.2
,May 30, 2022
DOI:
10.4236/jmf.2022.122023
147
Downloads
869
Views
Citations
Outlier Detection Based on Robust Mahalanobis Distance and Its Application
(Articles)
Xu Li
,
Songren Deng
,
Lifang Li
,
Yunchuan Jiang
Open Journal of Statistics
Vol.9 No.1
,January 24, 2019
DOI:
10.4236/ojs.2019.91002
1,845
Downloads
7,993
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
6,660
Downloads
8,594
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
1,207
Downloads
3,059
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
1,447
Downloads
5,086
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
3,479
Downloads
4,922
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
5,736
Downloads
6,800
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
982
Downloads
2,132
Views
Citations
This article belongs to the Special Issue on
Financial Market Volatility
A New Estimator Using Auxiliary Information in Stratified Adaptive Cluster Sampling
(Articles)
Nipaporn Chutiman
,
Monchaya Chiangpradit
,
Sujitta Suraphee
Open Journal of Statistics
Vol.3 No.4
,August 16, 2013
DOI:
10.4236/ojs.2013.34032
3,489
Downloads
5,703
Views
Citations
Optimal Generalized Biased Estimator in Linear Regression Model
(Articles)
Sivarajah Arumairajan
,
Pushpakanthie Wijekoon
Open Journal of Statistics
Vol.5 No.5
,August 5, 2015
DOI:
10.4236/ojs.2015.55042
2,825
Downloads
4,096
Views
Citations
Influence Functions for Risk and Performance Estimators
(Articles)
Shengyu Zhang
,
R. Douglas Martin
,
Anthony A. Christidis
Journal of Mathematical Finance
Vol.11 No.1
,February 4, 2021
DOI:
10.4236/jmf.2021.111002
577
Downloads
2,279
Views
Citations
This article belongs to the Special Issue on
Portfolio Theory and Risk Management
Bayes Shrinkage Minimax Estimation in Inverse Gaussian Distribution
(Articles)
Gyan Prakash
Applied Mathematics
Vol.2 No.7
,July 12, 2011
DOI:
10.4236/am.2011.27111
14,184
Downloads
37,382
Views
Citations
Estimation of Location Parameter from Two Biased Samples
(Articles)
Leonid I. Piterbarg
Applied Mathematics
Vol.4 No.9
,August 30, 2013
DOI:
10.4236/am.2013.49171
4,073
Downloads
5,646
Views
Citations
More on the Preliminary Test Stochastic Restricted Liu Estimator in Linear Regression Model
(Articles)
Sivarajah Arumairajan
,
Pushpakanthie Wijekoon
Open Journal of Statistics
Vol.5 No.4
,June 29, 2015
DOI:
10.4236/ojs.2015.54035
2,347
Downloads
3,386
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
9,452
Downloads
16,499
Views
Citations
Are Sunspots Stabilizing?
(Articles)
Paul Shea
Theoretical Economics Letters
Vol.1 No.3
,November 7, 2011
DOI:
10.4236/tel.2011.13023
7,010
Downloads
10,919
Views
Citations
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