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ISSN
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The Stochastic Volatility Model, Regime Switching and Value-at-Risk (VaR) in International Equity Markets
(Articles)
Ata Assaf
Journal of Mathematical Finance
Vol.7 No.2
,May 31, 2017
DOI:
10.4236/jmf.2017.72026
1,885
Downloads
4,503
Views
Citations
Forecasting Value-at-Risk (VaR) in the Major Asian Economies
(Articles)
Faisal Nazir Zargar
,
Dilip Kumar
Theoretical Economics Letters
Vol.8 No.9
,June 12, 2018
DOI:
10.4236/tel.2018.89100
785
Downloads
1,897
Views
Citations
This article belongs to the Special Issue on
Financial Modeling
Modelling Volatility Dynamics of Cryptocurrencies Using GARCH Models
(Articles)
Anthony Ngunyi
,
Simon Mundia
,
Cyprian Omari
Journal of Mathematical Finance
Vol.9 No.4
,October 17, 2019
DOI:
10.4236/jmf.2019.94030
1,296
Downloads
3,713
Views
Citations
An Option Valuation Formula for Stochastic Volatility Driven by GARCH Processes
(Articles)
Zhongmin Qian
,
Xingcheng Xu
Journal of Mathematical Finance
Vol.13 No.2
,May 31, 2023
DOI:
10.4236/jmf.2023.132015
145
Downloads
655
Views
Citations
The Policy Role in the Stock Markets
(Articles)
Moawia Alghalith
,
Esha Ramlogan
,
Martin Franklin
Theoretical Economics Letters
Vol.2 No.2
,May 24, 2012
DOI:
10.4236/tel.2012.22042
4,601
Downloads
8,532
Views
Citations
Illiquidity and the Risk of Stock Market Crash
(Articles)
Yaping Wang
,
Zhaohui Wang
,
Yi Dang
American Journal of Industrial and Business Management
Vol.10 No.2
,February 25, 2020
DOI:
10.4236/ajibm.2020.102028
827
Downloads
2,189
Views
Citations
The Efficiency Research on Stock Index Derivatives in a Bear Market—The Evidences from Hangseng Index Derivatives Markets
(Articles)
Jie Wei
Technology and Investment
Vol.4 No.2
,May 24, 2013
DOI:
10.4236/ti.2013.42012
5,013
Downloads
7,356
Views
Citations
Gaining a Foothold: How Housing and Belonging Support Youth-at-Risk in Getting a Grip on Adulthood
(Articles)
Ellen Andvig
,
Karol Svanoe
,
Marit Borg
Open Journal of Social Sciences
Vol.4 No.1
,January 15, 2016
DOI:
10.4236/jss.2016.41004
4,128
Downloads
5,066
Views
Citations
Modelling Stochastic Volatility in the Kenyan Securities Market Using Hidden Markov Models
(Articles)
Matilda B. Bosire
,
Samuel Chege Maina
Journal of Financial Risk Management
Vol.10 No.3
,September 30, 2021
DOI:
10.4236/jfrm.2021.103021
341
Downloads
1,772
Views
Citations
VIX and VIX Futures Pricing Algorithms: Cultivating Understanding
(Articles)
Hancock G. D’Anne
Modern Economy
Vol.3 No.3
,May 22, 2012
DOI:
10.4236/me.2012.33038
11,888
Downloads
19,285
Views
Citations
Index Fund Factor: The View beyond the Wall
(Articles)
Joseph Ojih
Open Journal of Social Sciences
Vol.2 No.9
,August 27, 2014
DOI:
10.4236/jss.2014.29033
5,539
Downloads
6,663
Views
Citations
Influence of Open-End Funds on Stock Market Volatility-Analysis Based on Shanghai Composite
(Articles)
Na Zhu
American Journal of Industrial and Business Management
Vol.6 No.4
,April 22, 2016
DOI:
10.4236/ajibm.2016.64045
2,611
Downloads
3,489
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
938
Downloads
2,416
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
1,123
Downloads
2,690
Views
Citations
Erratum to “Testing and Predicting Volatility Spillover—A Multivariate GJR-GARCH Approach” [Theoretical Economics Letters, 2019, 9, 83-99]
(Articles)
Hira Aftab
,
Rabiul Alam Beg
,
Sizhong Sun
,
Zhangyue Zhou
Theoretical Economics Letters
Vol.9 No.5
,June 14, 2019
DOI:
10.4236/tel.2019.95090
658
Downloads
1,264
Views
Citations
Study on Globalization of Shipping Stocks Pricing Based on a DC-MSV Model
(Articles)
Yiping Yu
Modern Economy
Vol.10 No.12
,December 27, 2019
DOI:
10.4236/me.2019.1012149
374
Downloads
927
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
485
Downloads
1,396
Views
Citations
Cross-Market Valuation with Full Information on the Company’s Capital Structure
(Articles)
Pascal Heider
,
Peter N. Posch
Journal of Mathematical Finance
Vol.3 No.3A
,October 30, 2013
DOI:
10.4236/jmf.2013.33A007
4,562
Downloads
6,755
Views
Citations
This article belongs to the Special Issue on
Corporate Finance
The Volatility Effect: Recent Evidence from Indian Markets
(Articles)
Nehal Joshipura
,
Mayank Joshipura
Theoretical Economics Letters
Vol.9 No.6
,August 30, 2019
DOI:
10.4236/tel.2019.96136
744
Downloads
1,929
Views
Citations
Accessibility Index of Aquatic Environments as an Indicator of Surface Water Vulnerability in Urban Areas: Case of the Okpara Basin (Benin)
(Articles)
Maurille P. S. Lanmandjèkpogni
,
François De Paule Codo
,
Babilas Hountondji
,
Benjamin Kouassi Yao
Open Journal of Modern Hydrology
Vol.9 No.4
,September 12, 2019
DOI:
10.4236/ojmh.2019.94006
494
Downloads
1,161
Views
Citations
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