Model-Free Implied Volatility - Articles - Scientific Research Publishing

Growth and Volatility: An Analysis for the Brazilian Economy (Articles)

Elano Ferreira Arruda, Felipe de Sousa Bastos, Pablo Urano de Carvalho Castelar, Fernando Marques Mansilla, Antônio Clécio de Brito

Theoretical Economics Letters Vol.9 No.7，October 24, 2019

DOI: 10.4236/tel.2019.97165 725 Downloads 1,901 Views Citations
Fair Value and Its Economic Consequence on the Volatility Measures of Earnings, Stock Price and Government Debt Yield (Articles)

Lan Sun

Theoretical Economics Letters Vol.4 No.9，December 22, 2014

DOI: 10.4236/tel.2014.49114 9,641 Downloads 11,614 Views Citations
Empirical Analysis of Potential Put-Call Parity Arbitrage Opportunities with Particular Focus on the Shanghai Stock Exchange 50 Index (Articles)

Elmar Steurer, Ernst J. Fahling, Jiali Du

Journal of Financial Risk Management Vol.11 No.1，January 29, 2022

DOI: 10.4236/jfrm.2022.111003 396 Downloads 2,174 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 268 Downloads 1,226 Views Citations
Effects of Exchange Rate Volatility on Trade in Some Selected Sub-Saharan African Countries (Articles)

David Olayungbo, Olalekan Yinusa, Anthony Akinlo

Modern Economy Vol.2 No.4，September 21, 2011

DOI: 10.4236/me.2011.24059 6,522 Downloads 12,051 Views Citations
Recurrent Support and Relevance Vector Machines Based Model with Application to Forecasting Volatility of Financial Returns (Articles)

Altaf Hossain, Mohammed Nasser

Journal of Intelligent Learning Systems and Applications Vol.3 No.4，November 29, 2011

DOI: 10.4236/jilsa.2011.34026 7,381 Downloads 13,045 Views Citations
Forecasting Volatility of Gold Price Using Markov Regime Switching and Trading Strategy (Articles)

Nop Sopipan, Pairote Sattayatham, Bhusana Premanode

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

DOI: 10.4236/jmf.2012.21014 9,704 Downloads 22,491 Views Citations
Black-Scholes Option Pricing Model Modified to Admit a Miniscule Drift Can Reproduce the Volatility Smile (Articles)

Matthew C. Modisett, James A. Powell

Applied Mathematics Vol.3 No.6，June 26, 2012

DOI: 10.4236/am.2012.36093 7,308 Downloads 11,373 Views Citations
Relationship between Trading Volume and Asymmetric Volatility in the Korean Stock Market (Articles)

Ki-Hong Choi, Zhu-Hua Jiang, Sang Hoon Kang, Seong-Min Yoon

Modern Economy Vol.3 No.5，September 29, 2012

DOI: 10.4236/me.2012.35077 6,259 Downloads 10,226 Views Citations
Conditional Heteroscedasticity in Streamflow Process: Paradox or Reality? (Articles)

Martins Yusuf Otache, Isiguzo Edwin Ahaneku, Abubakar Sadeeq Mohammed, John Jiya Musa

Open Journal of Modern Hydrology Vol.2 No.4，October 16, 2012

DOI: 10.4236/ojmh.2012.24010 3,973 Downloads 6,992 Views Citations
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 9,962 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 11,723 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 5,690 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 4,022 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 4,472 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 7,154 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 11,744 Views Citations

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