Asymmetric Volatility - Articles - Scientific Research Publishing

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 2,118 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 2,080 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 4,343 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 1,501 Downloads 3,987 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 789 Downloads 1,583 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 405 Downloads 2,171 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 530 Views Citations
The Volatility of Capital Structure in Brazil—An Empirical Analysis (Articles)

António Lourenço, Fernando Reis

Open Journal of Business and Management Vol.11 No.3，May 24, 2023

DOI: 10.4236/ojbm.2023.113065 189 Downloads 872 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 243 Downloads 1,145 Views Citations
Bitcoin and Stock Returns: An Empirical Study (Articles)

Chikashi Tsuji

iBusiness Vol.15 No.2，June 12, 2023

DOI: 10.4236/ib.2023.152011 162 Downloads 956 Views Citations
A Note about Characterization of Calendar Spread Arbitrage in eSSVI Surfaces (Articles)

Leo Pasquazzi

Theoretical Economics Letters Vol.13 No.5，October 30, 2023

DOI: 10.4236/tel.2023.135075 101 Downloads 615 Views Citations
Volatility Analysis and Cryptocurrency Interconnections (Articles)

Maria-Cristina Zwak-Cantoriu, Lucian Claudiu Anghel

Theoretical Economics Letters Vol.14 No.2，April 16, 2024

DOI: 10.4236/tel.2024.142025 150 Downloads 635 Views Citations
Modeling Cryptocurrency Market Volatility during FOMC Announcements: Evidence from High-Frequency Data (Articles)

Barış Falay

Journal of Mathematical Finance Vol.14 No.4，September 24, 2024

DOI: 10.4236/jmf.2024.144022 102 Downloads 520 Views Citations
Some Characterizations of Upper and Lower M-Asymmetric Preirresolute Multifunctions (Articles)

Levy Kahyata Matindih, Elijah Bwanga Mpelele, Jimmy Hambulo, Davy Kabuswa Manyika

Advances in Pure Mathematics Vol.13 No.5，May 30, 2023

DOI: 10.4236/apm.2023.135019 161 Downloads 571 Views Citations
This article belongs to the Special Issue on Topology and its Applications
A Quantity Discount Pricing Model Based on the Standard Container under Asymmetric Information (Articles)

Zhengping DING, Keyi WANG

Journal of Service Science and Management Vol.2 No.3，September 11, 2009

DOI: 10.4236/jssm.2009.23026 6,095 Downloads 10,570 Views Citations
On Synchronization of Pinning-Controlled Networks with Reducible and Asymmetric Coupling Matrix (Articles)

Xuan Zhou, Hui Feng, Jianwen Feng, Yi Zhao

Communications and Network Vol.3 No.2，May 19, 2011

DOI: 10.4236/cn.2011.32014 4,493 Downloads 8,465 Views Citations
Investment Timing with Incentive-Disincentive Contracts under Asymmetric Information (Articles)

Takashi Shibata, Michi Nishihara

Technology and Investment Vol.3 No.2，May 29, 2012

DOI: 10.4236/ti.2012.32011 5,357 Downloads 8,401 Views Citations
Cardiac Mass and Hypertrophic Cardiomyopathy as Aggressive Presentation of Primary Cardiac Lymphoma: A Case Report (Articles)

Mehandi Haran, Evbu Enakpene, Ankur Lodha

Journal of Cancer Therapy Vol.3 No.3，June 20, 2012

DOI: 10.4236/jct.2012.33026 3,816 Downloads 6,666 Views Citations
Effects of Supersonic Nozzle Geometry on Characteristics of Shock Wave Structure (Articles)

Shigeru Matsuo, Kousuke Kanesaki, Junji Nagao, Md. Tawhidul Islam Khan, Toshiaki Setoguchi, Heuy Dong Kim

Open Journal of Fluid Dynamics Vol.2 No.4A，December 26, 2012

DOI: 10.4236/ojfd.2012.24A019 6,452 Downloads 11,614 Views Citations
This article belongs to the Special Issue on Thermophysics and Fluid Science
Asymmetric Reductive Amination of Carbonyl Compounds by Using N,N,N-Tributylpropanaminium Based Novel Chiral Ionic Liquid (Articles)

Boyina Rupini, Sharda Pasricha, Brijesh Rathi

International Journal of Organic Chemistry Vol.3 No.3，August 29, 2013

DOI: 10.4236/ijoc.2013.33024 4,477 Downloads 8,328 Views Citations

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