Autoregressive; Heteroscedasticity; Homoscedasticity; Volatility; Nonlinear Dynamics - Articles

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 115 Downloads 744 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 169 Downloads 780 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 118 Downloads 799 Views Citations
Nonlinear Blind Equalizers: NCMA and NMCMA (Articles)

Donglin Wang, Sandeep Chandana

Int'l J. of Communications, Network and System Sciences Vol.3 No.6，June 29, 2010

DOI: 10.4236/ijcns.2010.36070 4,980 Downloads 8,755 Views Citations
History of Krylov-Bogoliubov-Mitropolsky Methods of Nonlinear Oscillations (Articles)

Agamenon R. E. Oliveira

Advances in Historical Studies Vol.6 No.1，March 21, 2017

DOI: 10.4236/ahs.2017.61003 2,544 Downloads 5,085 Views Citations
A Parametric Linearization Approach for Solving Zero-One Nonlinear Programming Problems (Articles)

Asadollah Mahmoodzadeh Vaziri, A. V. Kamyad, S. Efatti

Applied Mathematics Vol.2 No.10，October 11, 2011

DOI: 10.4236/am.2011.210168 4,764 Downloads 8,677 Views Citations
Classical and Fractional-Order Analysis of the Free and Forced Double Pendulum (Articles)

Elmas Anli, Ibrahim Ozkol

Engineering Vol.2 No.12，January 10, 2011

DOI: 10.4236/eng.2010.212118 8,391 Downloads 14,718 Views Citations
Some New Estimators of Integrated Volatility (Articles)

Jaya P. N. Bishwal

Open Journal of Statistics Vol.1 No.2，July 29, 2011

DOI: 10.4236/ojs.2011.12008 5,015 Downloads 8,614 Views Citations
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 4,484 Downloads 6,204 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 2,533 Downloads 4,876 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 1,761 Downloads 4,270 Views Citations
Modelling and Forecasting Unbiased Extreme Value Volatility Estimator: A Study Based on EUR/USD Exchange Rate (Articles)

Dilip Kumar

Theoretical Economics Letters Vol.8 No.9，June 13, 2018

DOI: 10.4236/tel.2018.89102 873 Downloads 1,890 Views Citations
This article belongs to the Special Issue on Financial Modeling
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 445 Downloads 1,979 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 272 Downloads 1,325 Views Citations
Efficient Frontiers and Volatility Spreads of Convertible Bonds: Evidence from the Chinese Financial Market (Articles)

Yutong Wu

Modern Economy Vol.16 No.8，August 15, 2025

DOI: 10.4236/me.2025.168058 20 Downloads 132 Views Citations
Solitons and Heat Transfer in Nonlinear Lattices with Cubic On-Site and Quartic Interaction Potentials (Articles)

Rovinita Perseus, M. M. Latha

Open Access Library Journal Vol.1 No.6，September 26, 2014

DOI: 10.4236/oalib.1100822 1,432 Downloads 2,184 Views Citations
Linearization of Intrinsically Nonlinear Oscillators (Articles)

Pirooz Mohazzabi, Qinghua Luo, Ilirian Dhimitruka

Journal of Applied Mathematics and Physics Vol.12 No.8，August 16, 2024

DOI: 10.4236/jamp.2024.128168 72 Downloads 353 Views Citations
Quantum molecular dynamics simulation formultifragmentation resulting from an expandingnuclear matter (Articles)

Atef Abdel-hafiez, M. A. Khalifa, A. Abd El-Daiem

Natural Science Vol.3 No.7，July 25, 2011

DOI: 10.4236/ns.2011.37082 4,937 Downloads 9,012 Views Citations
Finance and Centre-Periphery Dynamics: A Model (Articles)

Antonio Luigi Paolilli, Fabio Pollice

iBusiness Vol.3 No.3，September 29, 2011

DOI: 10.4236/ib.2011.33033 6,055 Downloads 9,285 Views Citations
Industry Dynamics in Pharmaceuticals (Articles)

Fariba Hashemi

Pharmacology & Pharmacy Vol.3 No.1，January 12, 2012

DOI: 10.4236/pp.2012.31001 5,952 Downloads 11,986 Views Citations

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