Volatility Clustering - Articles - Scientific Research Publishing

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 2,743 Downloads 3,761 Views Citations
Impact of Macroeconomic Volatility on Stock Market Volatility in Bangladesh (Articles)

Md. Rafiqul Matin

Journal of Financial Risk Management Vol.12 No.3，September 20, 2023

DOI: 10.4236/jfrm.2023.123013 302 Downloads 1,427 Views Citations
Some Stylized Facts of Short-Term Stock Prices of Selected Nigerian Banks (Articles)

Maruf Ariyo Raheem, Patrick Oseloka Ezepue

Open Journal of Statistics Vol.8 No.1，February 6, 2018

DOI: 10.4236/ojs.2018.81008 1,035 Downloads 2,623 Views Citations
Volatility Modelling of Global Financial Crises Effects on the Nigerian Banks (Articles)

Maruf A. Raheem, Timothy K. Samson

Open Journal of Statistics Vol.10 No.2，April 22, 2020

DOI: 10.4236/ojs.2020.102021 596 Downloads 1,659 Views Citations
Automatic Clustering Using Teaching Learning Based Optimization (Articles)

M. Ramakrishna Murty, Anima Naik, J. V. R. Murthy, P. V. G. D. Prasad Reddy, Suresh C. Satapathy, K. Parvathi

Applied Mathematics Vol.5 No.8，May 6, 2014

DOI: 10.4236/am.2014.58111 6,054 Downloads 8,236 Views Citations
This article belongs to the Special Issue on Cluster Analysis
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 6,773 Downloads 8,768 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 1,298 Downloads 3,234 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 1,604 Downloads 5,470 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 3,564 Downloads 5,226 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 5,867 Downloads 7,085 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 1,082 Downloads 2,303 Views Citations
This article belongs to the Special Issue on Financial Market Volatility
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 9,786 Downloads 17,171 Views Citations
Are Sunspots Stabilizing? (Articles)

Paul Shea

Theoretical Economics Letters Vol.1 No.3，November 7, 2011

DOI: 10.4236/tel.2011.13023 7,137 Downloads 11,124 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 7,353 Downloads 11,112 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 4,145 Downloads 5,551 Views Citations
A Study of Triangle Inequality Violations in Social Network Clustering (Articles)

Sanjit Kumar Saha, Tapashi Gosswami

Journal of Computer and Communications Vol.12 No.1，January 15, 2024

DOI: 10.4236/jcc.2024.121005 135 Downloads 526 Views Citations
A Projection Clustering Technique Based on Projection (Articles)

Xiyu LIU, Xinjiang XIE, Wenping WANG

Journal of Service Science and Management Vol.2 No.4，December 15, 2009

DOI: 10.4236/jssm.2009.24043 5,382 Downloads 8,868 Views Citations
A Distributed Weighted Cluster Based Routing Protocol for MANETs (Articles)

Naveen Chauhan, Lalit Kumar Awasthi, Narottam Chand, Vivek Katiyar, Ankit Chugh

Wireless Sensor Network Vol.3 No.2，March 16, 2011

DOI: 10.4236/wsn.2011.32006 7,794 Downloads 15,491 Views Citations
VATdt: Visual Assessment of Cluster Tendency Using Diagonal Tracing (Articles)

Yingkang Hu

American Journal of Computational Mathematics Vol.2 No.1，March 21, 2012

DOI: 10.4236/ajcm.2012.21004 4,715 Downloads 9,533 Views Citations
Detection of the Process about Extreme Weather Events (Articles)

Zhonghua Qian, Zengping Zhang, Guolin Feng

Journal of Applied Mathematics and Physics Vol.1 No.6，November 28, 2013

DOI: 10.4236/jamp.2013.16002 3,432 Downloads 5,162 Views Citations

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