Asymmetric Volatility - Articles - Scientific Research Publishing

Convergence of a Randomised Change Point Estimator in GARCH Models (Articles)

George Awiakye-Marfo, Joseph Mung’atu, Patrick Weke

Journal of Mathematical Finance Vol.11 No.2，May 12, 2021

DOI: 10.4236/jmf.2021.112013 377 Downloads 971 Views Citations
Supplier Association Relationship and Cost Stickiness
—Analysis of Cooperation Effect Based on Environmental Uncertainty (Articles)

Yuchen Yan

Open Journal of Business and Management Vol.9 No.3，May 28, 2021

DOI: 10.4236/ojbm.2021.93065 341 Downloads 1,120 Views Citations
Determinants of Option Markets Liquidity: An Empirical Analysis on European Markets (Articles)

Thomas Poufinas, Konstantinos Pappas

Theoretical Economics Letters Vol.11 No.4，August 31, 2021

DOI: 10.4236/tel.2021.114053 312 Downloads 1,946 Views Citations
Modeling and Forecast of Ghana’s GDP Using ARIMA-GARCH Model (Articles)

Dwumah Barbara, Chenlong Li, Yingchuan Jing, Aning Samuel

Open Access Library Journal Vol.9 No.1，January 29, 2022

DOI: 10.4236/oalib.1108335 343 Downloads 2,120 Views Citations
Efficient Pricing of Low Volatility Path Dependent Options (Articles)

Osei Antwi, Francis Tabi Oduro

Journal of Mathematical Finance Vol.12 No.1，February 21, 2022

DOI: 10.4236/jmf.2022.121012 178 Downloads 721 Views Citations
Measuring Rice Price Volatility and Its Determinants in Tanzania: An Implication for Price Stabilization Policies (Articles)

Yohana James Mgale, Shauri Timothy, Provident Dimoso

Theoretical Economics Letters Vol.12 No.2，April 24, 2022

DOI: 10.4236/tel.2022.122031 352 Downloads 2,030 Views Citations
Research on the Volatility Value of A-Share State-Owned Shipping Stocks (Articles)

Rongrong Hu, Yiping Yu

Modern Economy Vol.13 No.6，June 29, 2022

DOI: 10.4236/me.2022.136046 145 Downloads 529 Views Citations
Using TGARCH-M to Model the Impact of Good News and Bad News on Covid-19 Related Stocks’ Volatilities (Articles)

Junqi Chen, Hui Li, Yan Lv

Journal of Financial Risk Management Vol.11 No.2，June 30, 2022

DOI: 10.4236/jfrm.2022.112023 323 Downloads 1,923 Views Citations
Forecasting Volatility Based on a New Combined HAR-Type Model with Long Memory and Switching Regime: Empirical Evidence from Equity Realized Volatility (Articles)

Yirong Huang, Zhonglin Wan, Hongyan Li, Yi Luo

Journal of Mathematical Finance Vol.14 No.1，February 27, 2024

DOI: 10.4236/jmf.2024.141005 151 Downloads 643 Views Citations
When Investing in Stocks, Is Boring Better? Introducing the “High Volatility Anomaly” in a Post-Meme Stock World (Articles)

Anthony C. Bozza

Journal of Mathematical Finance Vol.14 No.3，August 22, 2024

DOI: 10.4236/jmf.2024.143020 173 Downloads 805 Views Citations
Exchange Rate Volatility, Bilateral Trade, and Investment in Association of Southeast Asian Nations from 2000 to 2021 (Articles)

Kiatnarong Wongsamee, Supakit Boonanegpat

Open Journal of Business and Management Vol.12 No.5，September 23, 2024

DOI: 10.4236/ojbm.2024.125174 58 Downloads 314 Views Citations
An Approach to Calculate a Call Option Value on A Nontraded Underlying Asset Considering Its Risk Measures (Articles)

Rafael A. Rodríguez

Journal of Financial Risk Management Vol.13 No.4，December 27, 2024

DOI: 10.4236/jfrm.2024.134036 37 Downloads 198 Views Citations
Bayesian Testing for Asset Volatility Persistence on Multivariate Stochastic Volatility Models (Articles)

Yong Li, Fang-Ping Peng, Hao-Feng Xu

Journal of Mathematical Finance Vol.2 No.1，February 28, 2012

DOI: 10.4236/jmf.2012.21010 5,453 Downloads 9,580 Views Citations
Quantum Standing Waves and Tunneling Through a Finite Range Potential (Articles)

Haiduke Sarafian

Journal of Modern Physics Vol.2 No.7，July 7, 2011

DOI: 10.4236/jmp.2011.27081 5,132 Downloads 9,796 Views Citations
Determination of Asymmetric Dimethylarginine and Symmetric Dimethylarginine in Biological Samples of Mice Using LC/MS/MS (Articles)

Daisuke Saigusa, Mai Takahashi, Yoshitomi Kanemitsu, Ayako Ishida, Takaaki Abe, Tohru Yamakuni, Naoto Suzuki, Yoshihisa Tomioka

American Journal of Analytical Chemistry Vol.2 No.3，July 8, 2011

DOI: 10.4236/ajac.2011.23038 6,173 Downloads 12,339 Views Citations
Decentralized Policy in Resolving Environmental Disputes with Private Information (Articles)

Huei-Chin Lin

Theoretical Economics Letters Vol.1 No.2，August 16, 2011

DOI: 10.4236/tel.2011.12006 4,167 Downloads 8,061 Views Citations
Research on Single-Side Long Edge of Hot Rolled Strip Caused by Asymmetrical Stiffness of Mill Stand (Articles)

Dian-Yao Gong, Jian-Zhong Xu, Dian-Hua Zhang, Zhong-Feng Guo, Cui-Ying Yang

Engineering Vol.3 No.9，September 23, 2011

DOI: 10.4236/eng.2011.39110 6,320 Downloads 10,269 Views Citations
Games in the Bi-Oligopoly Market of High-Technology Equipments (Articles)

Hong Wang, Shuntian Yao, Sanxi Li

iBusiness Vol.4 No.1，March 31, 2012

DOI: 10.4236/ib.2012.41004 4,377 Downloads 7,326 Views Citations
Langmuir films stability phenomenon of glycerol dialkyl nonitol tetraether at the air-water interface for variations spreading time (Articles)

Sri Vidawati, Udo Bakowsky, Ulrich Rothe

Advances in Biological Chemistry Vol.2 No.3，August 22, 2012

DOI: 10.4236/abc.2012.23028 5,191 Downloads 11,292 Views Citations
Eigensolution Variability of Asymmetric Damped Systems (Articles)

Jian Chen, Yuegang Tan

Journal of Analytical Sciences, Methods and Instrumentation Vol.2 No.3，September 28, 2012

DOI: 10.4236/jasmi.2012.23023 5,291 Downloads 8,763 Views Citations

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