Volatility Modeling - Articles - Scientific Research Publishing

Modeling Exchange Rate Dynamics in Egypt: Observed and Unobserved Volatility (Articles)

Dina Rofael, Rana Hosni

Modern Economy Vol.6 No.1，January 14, 2015

DOI: 10.4236/me.2015.61006 4,455 Downloads 6,103 Views Citations
Performance of the Heston’s Stochastic Volatility Model: A Study in Indian Index Options Market (Articles)

Shivam Singh, Alok Dixit

Theoretical Economics Letters Vol.6 No.2，April 6, 2016

DOI: 10.4236/tel.2016.62018 2,504 Downloads 4,730 Views Citations
Linkage between India Implied Volatility Index and Stock Index Returns (Articles)

Palamalai Srinivasan, R. D. Vasudevan

Theoretical Economics Letters Vol.7 No.4，June 16, 2017

DOI: 10.4236/tel.2017.74063 1,736 Downloads 4,070 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 417 Downloads 1,877 Views Citations
Forecasting Crude Oil Price Volatility by Heston Model (Articles)

Patrick Kandege Mwanakatwe, Joanitha Daniel, Kulwa Roberth Nzungu

Journal of Mathematical Finance Vol.13 No.3，August 29, 2023

DOI: 10.4236/jmf.2023.133026 243 Downloads 1,203 Views Citations
Ant Colony Optimization Based on Adaptive Volatility Rate of Pheromone Trail (Articles)

Zhaoquan CAI, Han HUANG, Yong QIN, Xianheng MA

Int'l J. of Communications, Network and System Sciences Vol.2 No.8，November 17, 2009

DOI: 10.4236/ijcns.2009.28092 5,429 Downloads 9,809 Views Citations
Revisiting Characteristics of Ionic Liquids: A Review for Further Application Development (Articles)

Rusen Feng, Dongbin Zhao, Yongjun Guo

Journal of Environmental Protection Vol.1 No.2，June 29, 2010

DOI: 10.4236/jep.2010.12012 10,184 Downloads 22,385 Views Citations
Pricing European Call Currency Option Based on Fuzzy Estimators (Articles)

Xing Yu, Hongguo Sun, Guohua Chen

Applied Mathematics Vol.2 No.4，March 31, 2011

DOI: 10.4236/am.2011.24058 5,370 Downloads 9,221 Views Citations
Volatility Spillover from Oil to Food and Agricultural Raw Material Markets (Articles)

Muge Kaltalioglu, Ugur Soytas

Modern Economy Vol.2 No.2，May 17, 2011

DOI: 10.4236/me.2011.22011 5,830 Downloads 11,881 Views Citations
The Effect of Tick Size on Testing for Nonlinearity in Financial Markets Data (Articles)

Heather Mitchell, Michael McKenzie

Journal of Mathematical Finance Vol.1 No.1，June 1, 2011

DOI: 10.4236/jmf.2011.11001 6,056 Downloads 12,372 Views Citations
Stochastic Volatility Jump-Diffusion Model for Option Pricing (Articles)

Nonthiya Makate, Pairote Sattayatham

Journal of Mathematical Finance Vol.1 No.3，November 8, 2011

DOI: 10.4236/jmf.2011.13012 5,479 Downloads 12,193 Views Citations
On the Consistency of a Firm’s Value with a Lognormal Diffusion Process (Articles)

Andrew M. K. Cheung, Van Son Lai

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

DOI: 10.4236/jmf.2012.21003 4,934 Downloads 8,625 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 12,198 Downloads 18,332 Views Citations
Option Pricing Applications of Quadratic Volatility Models (Articles)

Srimantoorao. S. Appadoo, Aerambamoorthy Thavaneswaran, Saman Muthukumarana

Journal of Mathematical Finance Vol.2 No.2，May 23, 2012

DOI: 10.4236/jmf.2012.22017 4,712 Downloads 9,180 Views Citations
Stock Return Conjunction in Markets with Deteriorated Sentiment: Evidence from the Japanese Electric Appliances Industry (Articles)

Chikashi Tsuji

Modern Economy Vol.3 No.4，July 24, 2012

DOI: 10.4236/me.2012.34060 4,077 Downloads 6,514 Views Citations
Volatility Analysis of Web News and Public Attitude by GARCH Model (Articles)

Pinrui Yu, Tianzhen Liu, Qian Ding

Psychology Vol.3 No.8，August 23, 2012

DOI: 10.4236/psych.2012.38092 4,233 Downloads 6,801 Views Citations
Joint Characteristic Function of Stock Log-Price and Squared Volatility in the Bates Model and Its Asset Pricing Applications (Articles)

Oleksandr Zhylyevskyy

Theoretical Economics Letters Vol.2 No.4，November 1, 2012

DOI: 10.4236/tel.2012.24074 4,612 Downloads 7,477 Views Citations
Some Explicitly Solvable SABR and Multiscale SABR Models: Option Pricing and Calibration (Articles)

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

Journal of Mathematical Finance Vol.3 No.1，February 26, 2013

DOI: 10.4236/jmf.2013.31002 6,657 Downloads 12,498 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 4,648 Downloads 6,907 Views Citations
This article belongs to the Special Issue on Corporate Finance
A Study of Changes in Risk Appetite in the Stock Market and the Housing Market before and after the Global Financial Crisis in 2008 Using the vKOSPI (Articles)

Jin Yong Yang, Sang-Heon Lee

Modern Economy Vol.4 No.11，November 4, 2013

DOI: 10.4236/me.2013.411077 4,251 Downloads 6,458 Views Citations

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