Realized Volatility - Articles - Scientific Research Publishing

Cointegration between Exchange Rate Volatility and Key Macroeconomic Fundamentals: Evidence from Nigeria (Articles)

Edet Joshua Udoh, Sunday Brownson Akpan, Daniel Etim John, Inimfon Vincent Patrick

Modern Economy Vol.3 No.7，November 29, 2012

DOI: 10.4236/me.2012.37108 5,962 Downloads 9,961 Views Citations
Some Explicit Formulae for the Hull and White Stochastic Volatility Model (Articles)

Lorella Fatone, Francesca Mariani, Maria Cristina Recchioni, Francesco Zirilli

Int'l J. of Modern Nonlinear Theory and Application Vol.2 No.1，March 13, 2013

DOI: 10.4236/ijmnta.2013.21003 6,760 Downloads 11,722 Views Citations
Behind the Rejection of Alternative Measures of Implied Equity Volatility: A Note (Articles)

G. D. Hancock

Journal of Financial Risk Management Vol.2 No.1，March 28, 2013

DOI: 10.4236/jfrm.2013.21002 3,669 Downloads 7,158 Views Citations
The Empirical Study about Introduction of Stock Index Futures on the Volatility of Spot Market (Articles)

Guiliang Tian, Huixiangzi Zheng

iBusiness Vol.5 No.3B，November 8, 2013

DOI: 10.4236/ib.2013.53B024 5,373 Downloads 7,509 Views Citations
Financial Crisis in Retrospect: Bad Luck or Bad Policies? (Articles)

Gregory M. Dempster, Justin P. Isaacs

Theoretical Economics Letters Vol.4 No.1，February 18, 2014

DOI: 10.4236/tel.2014.41013 4,381 Downloads 6,497 Views Citations
A Comparison of Spillover Effects before, during and after the 2008 Financial Crisis (Articles)

Alethea Rea, William Rea, Marco Reale, Carl Scarrott

Applied Mathematics Vol.5 No.4，March 10, 2014

DOI: 10.4236/am.2014.54057 3,988 Downloads 5,688 Views Citations
Study on the Extreme Risk Spillover between China and World Stock Market after China’s Share Structure Reform (Articles)

Liangyu Wang

Journal of Financial Risk Management Vol.3 No.2，June 12, 2014

DOI: 10.4236/jfrm.2014.32006 3,174 Downloads 5,277 Views Citations
Testing the Long-Memory Features in Return and Volatility of NSE Index (Articles)

Naseem Ahamed, Mamoni Kalita, Aviral Kumar Tiwari

Theoretical Economics Letters Vol.5 No.3，June 29, 2015

DOI: 10.4236/tel.2015.53050 3,007 Downloads 4,021 Views Citations
Intraday Periodicity and Long Memory Volatility in Hong Kong Stock Market (Articles)

Wei Dai, Dejun Xie, Bianxia Sun

Open Journal of Social Sciences Vol.3 No.7，July 14, 2015

DOI: 10.4236/jss.2015.37011 3,467 Downloads 4,470 Views Citations
The Impact of Margin Trading on Volatility of Stock Market: Evidence from SSE 50 Index (Articles)

Muwei Chen

Journal of Financial Risk Management Vol.5 No.3，September 29, 2016

DOI: 10.4236/jfrm.2016.53018 2,930 Downloads 7,150 Views Citations
Review of Stock Markets’ Reaction to New Events: Evidence from Brexit (Articles)

Isaac Quaye, Yinping Mu, Braimah Abudu, Ramous Agyare

Journal of Financial Risk Management Vol.5 No.4，December 30, 2016

DOI: 10.4236/jfrm.2016.54025 4,774 Downloads 11,739 Views Citations
An Empirical Study on the Pass-Through Effect of RMB Nominal Effective Exchange Rate on Import Price (Articles)

Alin Xia

Modern Economy Vol.8 No.2，January 26, 2017

DOI: 10.4236/me.2017.82012 2,316 Downloads 3,706 Views Citations
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 2,023 Downloads 4,895 Views Citations
Estimation of Stochastic Volatility with a Compensated Poisson Jump Using Quadratic Variation (Articles)

Perpetual Saah Andam, Joseph Ackora-Prah, Sure Mataramvura

Applied Mathematics Vol.8 No.7，July 27, 2017

DOI: 10.4236/am.2017.87077 945 Downloads 2,117 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 865 Downloads 2,078 Views Citations
This article belongs to the Special Issue on Financial Modeling
Half-Life Volatility Measure of the Returns of Some Cryptocurrencies (Articles)

Abonongo John, Anuwoje Ida Logubayom, Raymond Nero

Journal of Financial Risk Management Vol.8 No.1，March 13, 2019

DOI: 10.4236/jfrm.2019.81002 1,594 Downloads 4,333 Views Citations
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 1,498 Downloads 3,975 Views Citations
Optimal Entry and Exit Strategy under Uncertainty with Stochastic Volatility (Articles)

Jinwu Huang

Journal of Mathematical Finance Vol.10 No.1，February 26, 2020

DOI: 10.4236/jmf.2020.101011 788 Downloads 1,573 Views Citations
Exchange Rate Volatility and Economic Growth in the Democratic Republic of Congo (DRC) (Articles)

Allegra Kabamba Mbuyi, Catherine Kato-Kale Kakasi, Clément Muya Ntumba, Elvis Imbaleva Mpebale

Modern Economy Vol.13 No.5，May 31, 2022

DOI: 10.4236/me.2022.135039 404 Downloads 2,168 Views Citations
An Analysis of Gold and US Equity (Articles)

Chikashi Tsuji

Modern Economy Vol.14 No.4，April 30, 2023

DOI: 10.4236/me.2023.144024 136 Downloads 523 Views Citations

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