Hits ?▲ |
Authors |
Title |
Venue |
Year |
Link |
Author keywords |
144 | Xinwu Zhang, Yan Wang, Handong Li |
The Contrast of Parametric and Nonparametric Volatility Measurement Based on Chinese Stock Market. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Complex (1) ![In: Complex Sciences, First International Conference, Complex 2009, Shanghai, China, February 23-25, 2009. Revised Papers, Part 1, pp. 618-627, 2009, Springer, 978-3-642-02465-8. The full citation details ...](Pics/full.jpeg) |
2009 |
DBLP DOI BibTeX RDF |
realized volatility, volatility measurement, conditional distribution, GARCH |
105 | Xiong-Fei Zhuang, Lai-Wan Chan |
Volatility Forecasts in Financial Time Series with HMM-GARCH Models. ![Search on Bibsonomy](Pics/bibsonomy.png) |
IDEAL ![In: Intelligent Data Engineering and Automated Learning - IDEAL 2004, 5th International Conference, Exeter, UK, August 25-27, 2004, Proceedings, pp. 807-812, 2004, Springer, 3-540-22881-0. The full citation details ...](Pics/full.jpeg) |
2004 |
DBLP DOI BibTeX RDF |
|
104 | Nikolay Archak, Panagiotis G. Ipeirotis |
Modeling volatility in prediction markets. ![Search on Bibsonomy](Pics/bibsonomy.png) |
EC ![In: Proceedings 10th ACM Conference on Electronic Commerce (EC-2009), Stanford, California, USA, July 6--10, 2009, pp. 275-284, 2009, ACM, 978-1-60558-458-4. The full citation details ...](Pics/full.jpeg) |
2009 |
DBLP DOI BibTeX RDF |
binary option, forecasting, prediction market, volatility |
104 | Annabella Loconsole, Jürgen Börstler |
An Industrial Case Study on Requirements Volatility Measures. ![Search on Bibsonomy](Pics/bibsonomy.png) |
APSEC ![In: 12th Asia-Pacific Software Engineering Conference (APSEC 2005), 15-17 December 2005, Taipei, Taiwan, pp. 249-256, 2005, IEEE Computer Society, 0-7695-2465-6. The full citation details ...](Pics/full.jpeg) |
2005 |
DBLP DOI BibTeX RDF |
Volatility Measures, Requirements, Case Study, Empirical Validation, Use Case Model |
94 | Young-Woo Kwon 0001, Eli Tilevich, Taweesup Apiwattanapong |
DR-OSGi: Hardening Distributed Components with Network Volatility Resiliency. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Middleware ![In: Middleware 2009, ACM/IFIP/USENIX, 10th International Middleware Conference, Urbana, IL, USA, November 30 - December 4, 2009. Proceedings, pp. 373-392, 2009, Springer, 978-3-642-10444-2. The full citation details ...](Pics/full.jpeg) |
2009 |
DBLP DOI BibTeX RDF |
Distributed Component Architectures, Network Volatility, Aspect Oriented Programming, OSGi, R-OSGi |
85 | Evelyn J. Barry |
Software Evolution, Volatility and Lifecycle Maintenance Patterns: A Longitudinal Analysis. ![Search on Bibsonomy](Pics/bibsonomy.png) |
ICSM ![In: 18th International Conference on Software Maintenance (ICSM 2002), Maintaining Distributed Heterogeneous Systems, 3-6 October 2002, Montreal, Quebec, Canada, pp. 474-477, 2002, IEEE Computer Society, 0-7695-1819-2. The full citation details ...](Pics/full.jpeg) |
2002 |
DBLP DOI BibTeX RDF |
|
83 | Nur Nurmuliani, Didar Zowghi, Sue Fowell |
Analysis of Requirements Volatility during Software Development Life Cycle. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Australian Software Engineering Conference ![In: 15th Australian Software Engineering Conference (ASWEC 2004), 13-16 April 2004, Melbourne, Australia, pp. 28-39, 2004, IEEE Computer Society, 0-7695-2089-8. The full citation details ...](Pics/full.jpeg) |
2004 |
DBLP DOI BibTeX RDF |
taxonomy of change, causal analysis, requirements volatility |
74 | Akvilina Valaityte, Eimutis Valakevicius |
Stochastic Volatility Models and Option Prices. ![Search on Bibsonomy](Pics/bibsonomy.png) |
International Conference on Computational Science (4) ![In: Computational Science - ICCS 2006, 6th International Conference, Reading, UK, May 28-31, 2006, Proceedings, Part IV, pp. 348-355, 2006, Springer, 3-540-34385-7. The full citation details ...](Pics/full.jpeg) |
2006 |
DBLP DOI BibTeX RDF |
|
73 | Dapeng Liu, Qing Wang 0001, Junchao Xiao, Juan Li 0001, Huaizhang Li |
RVSim: A Simulation Approach to Predict the Impact of Requirements Volatility on Software Project Plans. ![Search on Bibsonomy](Pics/bibsonomy.png) |
ICSP ![In: Making Globally Distributed Software Development a Success Story, International Conference on Software Process, ICSP 2008, Leipzig, Germany, May 10-11, 2008, Proceedings, pp. 307-319, 2008, Springer, 978-3-540-79587-2. The full citation details ...](Pics/full.jpeg) |
2008 |
DBLP DOI BibTeX RDF |
Requirements Dependency, Risk Management, Requirements Traceability, Software Process Simulation, Requirements Volatility |
73 | Didar Zowghi, Nur Nurmuliani |
A Study of the Impact of Requirements Volatility on Software Project Performance. ![Search on Bibsonomy](Pics/bibsonomy.png) |
APSEC ![In: 9th Asia-Pacific Software Engineering Conference (APSEC 2002), 4-6 December 2002, Gold Coast, Queensland, Australia, pp. 3-11, 2002, IEEE Computer Society, 0-7695-1850-8. The full citation details ...](Pics/full.jpeg) |
2002 |
DBLP DOI BibTeX RDF |
changing requirements, software project performance, requirements volatility |
73 | Peter Tiño, Christian Schittenkopf, Georg Dorffner |
Volatility Trading ia Temporal Pattern Recognition in Quantised Financial Time Series. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Pattern Anal. Appl. ![In: Pattern Anal. Appl. 4(4), pp. 283-299, 2001. The full citation details ...](Pics/full.jpeg) |
2001 |
DBLP BibTeX RDF |
Prediction suffix trees, Straddle, Markov models, Options, Volatility, Fractal geometry |
64 | Carolyn R. Watters, Bonnie MacKay |
Transformation Volatility and the Gateway Model for Web Page Migration to Small Screen Devices. ![Search on Bibsonomy](Pics/bibsonomy.png) |
HICSS ![In: 37th Hawaii International Conference on System Sciences (HICSS-37 2004), CD-ROM / Abstracts Proceedings, 5-8 January 2004, Big Island, HI, USA, 2004, IEEE Computer Society, 0-7695-2056-1. The full citation details ...](Pics/full.jpeg) |
2004 |
DBLP DOI BibTeX RDF |
|
63 | Monica Chiarini Tremblay, Donald J. Berndt, Alan R. Hevner |
Measuring information volatility in a health care information supply chain. ![Search on Bibsonomy](Pics/bibsonomy.png) |
DESRIST ![In: Proceedings of the 4th International Conference on Design Science Research in Information Systems and Technology, DESRIST 2009, Philadelphia, Pennsylvania, USA, May 7-8, 2009, 2009, ACM, 978-1-60558-408-9. The full citation details ...](Pics/full.jpeg) |
2009 |
DBLP DOI BibTeX RDF |
decision science research, information volatility, metrics, decision support systems, business intelligence, focus groups |
63 | Victor Fang, Vincent C. S. Lee, Yee Choon Lim |
Volatility Transmission Between Stock and Bond Markets: Evidence from US and Australia. ![Search on Bibsonomy](Pics/bibsonomy.png) |
IDEAL ![In: Intelligent Data Engineering and Automated Learning - IDEAL 2005, 6th International Conference, Brisbane, Australia, July 6-8, 2005, Proceedings, pp. 580-587, 2005, Springer, 3-540-26972-X. The full citation details ...](Pics/full.jpeg) |
2005 |
DBLP DOI BibTeX RDF |
Comovement, volatility transmission, conditional varaince, GARCH (1,1) |
63 | Edmond H. C. Wu, Philip L. H. Yu |
Volatility Modelling of Multivariate Financial Time Series by Using ICA-GARCH Models. ![Search on Bibsonomy](Pics/bibsonomy.png) |
IDEAL ![In: Intelligent Data Engineering and Automated Learning - IDEAL 2005, 6th International Conference, Brisbane, Australia, July 6-8, 2005, Proceedings, pp. 571-579, 2005, Springer, 3-540-26972-X. The full citation details ...](Pics/full.jpeg) |
2005 |
DBLP DOI BibTeX RDF |
Financial Engineering, ICA, Volatility, Multivariate Time Series, GARCH |
63 | Gordon H. Dash, Choudary R. Hanumara, Nina Kajiji |
Neural network architectures for efficient modeling of FX futures options volatility. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Oper. Res. ![In: Oper. Res. 3(1), pp. 3-23, 2003. The full citation details ...](Pics/full.jpeg) |
2003 |
DBLP DOI BibTeX RDF |
FX Futures Options Volatility, Radial Basis Function, GARCH |
61 | Paul E. Lynch, Nigel M. Allinson |
Adaptive Filtering for GARCH Models. ![Search on Bibsonomy](Pics/bibsonomy.png) |
IDEAL ![In: Intelligent Data Engineering and Automated Learning - IDEAL 2002, Third International Conference, Manchester, UK, August 12-14, Proceedings, pp. 416-422, 2002, Springer, 3-540-44025-9. The full citation details ...](Pics/full.jpeg) |
2002 |
DBLP DOI BibTeX RDF |
|
60 | Bao Rong Chang, Hsiu Fen Tsai |
Quantum minimization for adapting ANFIS outputs to its nonlinear generalized autoregressive conditional heteroscedasticity. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Appl. Intell. ![In: Appl. Intell. 31(1), pp. 31-46, 2009. The full citation details ...](Pics/full.jpeg) |
2009 |
DBLP DOI BibTeX RDF |
ANFIS/NGARCH composite model, Quantum minimization, Overshoot effect, Volatility clustering, Nonlinear heteroscedasticity, Time-series prediction |
60 | Juha Savolainen, Juha Kuusela |
Violatility analysis framework for product lines. ![Search on Bibsonomy](Pics/bibsonomy.png) |
SSR ![In: Proceedings of the ACM SIGSOFT Symposium on Software Reusability: Putting Software Reuse in Context, SSR 2001, May 18-20, 2001, Toronto, Ontario, Canada, pp. 133-141, 2001, ACM, 1-58113-358-8. The full citation details ...](Pics/full.jpeg) |
2001 |
DBLP DOI BibTeX RDF |
volatility analysis, requirements engineering, evolution, variability, product line, domain analysis, commonality |
54 | Arunachalam Chockalingam, Kumar Muthuraman |
American option pricing under stochastic volatility: a simulation-based approach. ![Search on Bibsonomy](Pics/bibsonomy.png) |
WSC ![In: Proceedings of the Winter Simulation Conference, WSC 2007, Washington, DC, USA, December 9-12, 2007, pp. 992-997, 2007, WSC, 1-4244-1306-0. The full citation details ...](Pics/full.jpeg) |
2007 |
DBLP DOI BibTeX RDF |
|
54 | Derrick Kondo, Gilles Fedak, Franck Cappello, Andrew A. Chien, Henri Casanova |
On Resource Volatility in Enterprise Desktop Grids. ![Search on Bibsonomy](Pics/bibsonomy.png) |
e-Science ![In: Second International Conference on e-Science and Grid Technologies (e-Science 2006), 4-6 December 2006, Amsterdam, The Netherlands, pp. 78, 2006, IEEE Computer Society, 0-7695-2734-5. The full citation details ...](Pics/full.jpeg) |
2006 |
DBLP DOI BibTeX RDF |
|
54 | Bo-Hyun Kim, Daewon Lee, Jaewook Lee 0001 |
Local Volatility Function Approximation Using Reconstructed Radial Basis Function Networks. ![Search on Bibsonomy](Pics/bibsonomy.png) |
ISNN (2) ![In: Advances in Neural Networks - ISNN 2006, Third International Symposium on Neural Networks, Chengdu, China, May 28 - June 1, 2006, Proceedings, Part III, pp. 524-530, 2006, Springer, 3-540-34482-9. The full citation details ...](Pics/full.jpeg) |
2006 |
DBLP DOI BibTeX RDF |
|
54 | Fan-Yong Liu, Fan-Xin Liu |
Currency Options Volatility Forecasting with Shift-Invariant Wavelet Transform and Neural Networks. ![Search on Bibsonomy](Pics/bibsonomy.png) |
ICONIP (3) ![In: Neural Information Processing, 13th International Conference, ICONIP 2006, Hong Kong, China, October 3-6, 2006, Proceedings, Part III, pp. 461-468, 2006, Springer, 3-540-46484-0. The full citation details ...](Pics/full.jpeg) |
2006 |
DBLP DOI BibTeX RDF |
|
54 | Lan-Jun Lao |
Volatility Patterns of Industrial Stock Price Indices in the Chinese Stock Market. ![Search on Bibsonomy](Pics/bibsonomy.png) |
ICMLC ![In: Advances in Machine Learning and Cybernetics, 4th International Conference, ICMLC 2005, Guangzhou, China, August 18-21, 2005, Revised Selected Papers, pp. 605-613, 2005, Springer, 3-540-33584-6. The full citation details ...](Pics/full.jpeg) |
2005 |
DBLP DOI BibTeX RDF |
|
53 | Turan G. Bali |
Modeling the dynamics of interest rate volatility with skewed fat-tailed distributions. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Ann. Oper. Res. ![In: Ann. Oper. Res. 151(1), pp. 151-178, 2007. The full citation details ...](Pics/full.jpeg) |
2007 |
DBLP DOI BibTeX RDF |
Modeling interest rates, Stochastic volatility, Interest rate options, Diffusions, GARCH |
53 | Irwin Ma, Tony Wong, Thiagas Sankar |
Volatility forecasting using time series data mining and evolutionary computation techniques. ![Search on Bibsonomy](Pics/bibsonomy.png) |
GECCO ![In: Genetic and Evolutionary Computation Conference, GECCO 2007, Proceedings, London, England, UK, July 7-11, 2007, pp. 2262, 2007, ACM, 978-1-59593-697-4. The full citation details ...](Pics/full.jpeg) |
2007 |
DBLP DOI BibTeX RDF |
S&P 100, financial volatility, genetic algorithm, data mining, genetic programming, forecasting |
53 | Zhifeng Hao, Han Huang 0002, Yong Qin, Ruichu Cai |
An ACO Algorithm with Adaptive Volatility Rate of Pheromone Trail. ![Search on Bibsonomy](Pics/bibsonomy.png) |
International Conference on Computational Science (4) ![In: Computational Science - ICCS 2007, 7th International Conference, Beijing, China, May 27 - 30, 2007, Proceedings, Part IV, pp. 1167-1170, 2007, Springer, 978-3-540-72589-3. The full citation details ...](Pics/full.jpeg) |
2007 |
DBLP DOI BibTeX RDF |
pheromone trail, adaptive volatility rate, Ant colony optimization |
51 | Phillip G. Bradford, Alina Olteanu |
Issues in Simulation for Valuing Long-Term Forwards. ![Search on Bibsonomy](Pics/bibsonomy.png) |
SCSS (1) ![In: Advances in Computer and Information Sciences and Engineering, Proceedings of the 2007 International Conference on Systems, Computing Sciences and Software Engineering (SCSS), part of the International Joint Conferences on Computer, Information, and Systems Sciences, and Engineering (CISSE 2007), Bridgeport, CT, USA, December 3-12, 2007, pp. 394-398, 2007, Springer, 978-1-4020-8740-0. The full citation details ...](Pics/full.jpeg) |
2007 |
DBLP DOI BibTeX RDF |
|
50 | Ling-Bing Tang, Huan-Ye Sheng, Ling-Xiao Tang |
GARCH prediction using spline wavelet support vector machine. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Neural Comput. Appl. ![In: Neural Comput. Appl. 18(8), pp. 913-917, 2009. The full citation details ...](Pics/full.jpeg) |
2009 |
DBLP DOI BibTeX RDF |
Volatility forecasting, Spline wavelet support vector machine, GARCH |
50 | Tetsuya Takaishi |
Financial Time Series Analysis of SV Model by Hybrid Monte Carlo. ![Search on Bibsonomy](Pics/bibsonomy.png) |
ICIC (1) ![In: Advanced Intelligent Computing Theories and Applications. With Aspects of Theoretical and Methodological Issues, 4th International Conference on Intelligent Computing, ICIC 2008, Shanghai, China, September 15-18, 2008, Proceedings, pp. 929-936, 2008, Springer, 978-3-540-87440-9. The full citation details ...](Pics/full.jpeg) |
2008 |
DBLP DOI BibTeX RDF |
Hybrid Monte Carlo Algorithm, Stochastic Volatility Model, Financial Data Analysis, Bayesian Inference, Markov Chain Monte Carlo |
44 | Yuming Ou, Longbing Cao, Ting Yu 0008, Chengqi Zhang |
Detecting Turning Points of Trading Price and Return Volatility for Market Surveillance Agents. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Web Intelligence/IAT Workshops ![In: Proceedings of the 2007 IEEE/WIC/ACM International Conference on Web Intelligence and International Conference on Intelligent Agent Technology - Workshops, 2-5 November 2007, Silicon Valley, CA, USA, pp. 491-494, 2007, IEEE Computer Society, 0-7695-3028-1. The full citation details ...](Pics/full.jpeg) |
2007 |
DBLP DOI BibTeX RDF |
|
44 | Markus Hahn, Wolfgang Putschögl, Jörn Sass |
Parameter Estimation for Stock Models with Non-Constant Volatility Using Markov Chain Monte Carlo Methods. ![Search on Bibsonomy](Pics/bibsonomy.png) |
OR ![In: Operations Research, Proceedings 2006, Selected Papers of the Annual International Conference of the German Operations ResearchSociety (GOR), Jointly Organized with the Austrian Society of Operations Research (ÖGOR) and the Swiss Society of Operations Research (SVOR), Karlsruhe, Germany, September 6-8, 2006, pp. 227-232, 2006, 978-3-540-69994-1. The full citation details ...](Pics/full.jpeg) |
2006 |
DBLP DOI BibTeX RDF |
|
44 | Tae Hyup Roh |
Forecasting the Volatility of Stock Price Index. ![Search on Bibsonomy](Pics/bibsonomy.png) |
ADMA ![In: Advanced Data Mining and Applications, Second International Conference, ADMA 2006, Xi'an, China, August 14-16, 2006, Proceedings, pp. 424-435, 2006, Springer, 3-540-37025-0. The full citation details ...](Pics/full.jpeg) |
2006 |
DBLP DOI BibTeX RDF |
|
44 | Giuseppe Campolieti, Roman N. Makarov |
Parallel Lattice Implementation for Option Pricing under Mixed State-Dependent Volatility Models. ![Search on Bibsonomy](Pics/bibsonomy.png) |
HPCS ![In: 19th Annual International Symposium on High Performance Computing Systems and Applications (HPCS 2005), 15-18 May 2005, Guelph, Ontario, Canada, pp. 170-176, 2005, IEEE Computer Society, 0-7695-2343-9. The full citation details ...](Pics/full.jpeg) |
2005 |
DBLP DOI BibTeX RDF |
|
44 | Bernard Fong, Alvis Cheuk M. Fong, Guan Y. Hong, Louisa Wong |
An Empirical Study of Volatility Predictions: Stock Market Analysis Using Neural Networks. ![Search on Bibsonomy](Pics/bibsonomy.png) |
WINE ![In: Internet and Network Economics, First International Workshop, WINE 2005, Hong Kong, China, December 15-17, 2005, Proceedings, pp. 473-480, 2005, Springer, 3-540-30900-4. The full citation details ...](Pics/full.jpeg) |
2005 |
DBLP DOI BibTeX RDF |
|
44 | Ashish Jain |
Convergence of strikes in variance and volatility swaps. ![Search on Bibsonomy](Pics/bibsonomy.png) |
WSC ![In: Proceedings of the 37th Winter Simulation Conference, Orlando, FL, USA, December 4-7, 2005, pp. 8, 2005, IEEE Computer Society, 0-7803-9519-0. The full citation details ...](Pics/full.jpeg) |
2005 |
DBLP BibTeX RDF |
|
44 | Magdalena Broszkiewicz, Aleksander Janicki |
Exotic Option Prices Simulated by Monte Carlo Method on Market Driven by Diffusion with Poisson Jumps and Stochastic Volatility. ![Search on Bibsonomy](Pics/bibsonomy.png) |
International Conference on Computational Science (3) ![In: Computational Science - ICCS 2005, 5th International Conference, Atlanta, GA, USA, May 22-25, 2005, Proceedings, Part III, pp. 1112-1115, 2005, Springer, 3-540-26044-7. The full citation details ...](Pics/full.jpeg) |
2005 |
DBLP DOI BibTeX RDF |
|
44 | Felix Chan, Dora Vasileva Marinova, Michael McAleer |
Modelling the asymmetric volatility of anti-pollution patents in the USA. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Scientometrics ![In: Scientometrics 59(2), pp. 179-197, 2004. The full citation details ...](Pics/full.jpeg) |
2004 |
DBLP DOI BibTeX RDF |
|
44 | Irwin Ma, Tony Wong, Thiagas Sankar, Raymond Siu |
Forecasting the volatility of a financial index by wavelet transform and evolutionary algorithm. ![Search on Bibsonomy](Pics/bibsonomy.png) |
SMC (6) ![In: Proceedings of the IEEE International Conference on Systems, Man & Cybernetics: The Hague, Netherlands, 10-13 October 2004, pp. 5824-5829, 2004, IEEE, 0-7803-8566-7. The full citation details ...](Pics/full.jpeg) |
2004 |
DBLP DOI BibTeX RDF |
|
44 | Chokri Slim |
Forecasting the Volatility of Stock Index Returns: A Stochastic Neural Network Approach. ![Search on Bibsonomy](Pics/bibsonomy.png) |
ICCSA (3) ![In: Computational Science and Its Applications - ICCSA 2004, International Conference, Assisi, Italy, May 14-17, 2004, Proceedings, Part III, pp. 935-944, 2004, Springer, 3-540-22057-7. The full citation details ...](Pics/full.jpeg) |
2004 |
DBLP DOI BibTeX RDF |
|
44 | David M. Pooley, Peter A. Forsyth, Kenneth R. Vetzal |
Two Factor Option Pricing with Uncertain Volatility. ![Search on Bibsonomy](Pics/bibsonomy.png) |
ICCSA (3) ![In: Computational Science and Its Applications - ICCSA 2003, International Conference, Montreal, Canada, May 18-21, 2003, Proceedings, Part III, pp. 158-167, 2003, Springer, 3-540-40156-3. The full citation details ...](Pics/full.jpeg) |
2003 |
DBLP DOI BibTeX RDF |
|
44 | Victor Neimeyer |
Forecasting Long-Term Electric Price Volatility for Valuation of Real Power Options. ![Search on Bibsonomy](Pics/bibsonomy.png) |
HICSS ![In: 33rd Annual Hawaii International Conference on System Sciences (HICSS-33), 4-7 January, 2000, Maui, Hawaii, USA, 2000, IEEE Computer Society, 0-7695-0493-0. The full citation details ...](Pics/full.jpeg) |
2000 |
DBLP DOI BibTeX RDF |
|
44 | Fernando Alvarado, Rajesh Rajaraman |
Understanding Price Volatility in Electricity Markets. ![Search on Bibsonomy](Pics/bibsonomy.png) |
HICSS ![In: 33rd Annual Hawaii International Conference on System Sciences (HICSS-33), 4-7 January, 2000, Maui, Hawaii, USA, 2000, IEEE Computer Society, 0-7695-0493-0. The full citation details ...](Pics/full.jpeg) |
2000 |
DBLP DOI BibTeX RDF |
electricity spot pricing, risk management |
42 | Mehdi Hosseini 0001 |
A study on performance volatility in information retrieval. ![Search on Bibsonomy](Pics/bibsonomy.png) |
SIGIR ![In: Proceedings of the 32nd Annual International ACM SIGIR Conference on Research and Development in Information Retrieval, SIGIR 2009, Boston, MA, USA, July 19-23, 2009, pp. 853, 2009, ACM, 978-1-60558-483-6. The full citation details ...](Pics/full.jpeg) |
2009 |
DBLP DOI BibTeX RDF |
evaluation, prediction, volatility |
42 | Chunxia Yang, Yingchao Zhang, Hongfa Wu, Peiling Zhou |
The Origin of Volatility Cascade of the Financial Market. ![Search on Bibsonomy](Pics/bibsonomy.png) |
International Conference on Computational Science (4) ![In: Computational Science - ICCS 2007, 7th International Conference, Beijing, China, May 27 - 30, 2007, Proceedings, Part IV, pp. 114-120, 2007, Springer, 978-3-540-72589-3. The full citation details ...](Pics/full.jpeg) |
2007 |
DBLP DOI BibTeX RDF |
financial market model, self-organization, cascade, volatility, multifractal |
41 | Bao Rong Chang |
Novel Prediction Approach - Quantum-Minimum Adaptation to ANFIS Outputs and Nonlinear Generalized Autoregressive Conditional Heteroscedasticity. ![Search on Bibsonomy](Pics/bibsonomy.png) |
FSKD ![In: Fuzzy Systems and Knowledge Discovery, Third International Conference, FSKD 2006, Xi'an, China, September 24-28, 2006, Proceedings, pp. 908-918, 2006, Springer, 3-540-45916-2. The full citation details ...](Pics/full.jpeg) |
2006 |
DBLP DOI BibTeX RDF |
|
41 | Roland Mestel, Henryk Gurgul, Pawel Majdosz |
On the Empirical Linkages between Stock Prices and Trading Activity on the German Stock Market. ![Search on Bibsonomy](Pics/bibsonomy.png) |
OR ![In: Operations Research, Proceedings 2004, Selected Papers of the Annual International Conference of the German Operations Research Society (GOR), Jointly Organized with the Netherlands Society for Operations Research (NGB), Tilburg, The Netherlands, September 1-3, 2004, pp. 288-296, 2004, 978-3-540-24274-1. The full citation details ...](Pics/full.jpeg) |
2004 |
DBLP DOI BibTeX RDF |
|
41 | George Bosilca, Aurélien Bouteiller, Franck Cappello, Samir Djilali, Gilles Fedak, Cécile Germain, Thomas Hérault, Pierre Lemarinier, Oleg Lodygensky, Frédéric Magniette, Vincent Néri, Anton Selikhov |
MPICH-V: toward a scalable fault tolerant MPI for volatile nodes. ![Search on Bibsonomy](Pics/bibsonomy.png) |
SC ![In: Proceedings of the 2002 ACM/IEEE conference on Supercomputing, Baltimore, Maryland, USA, November 16-22, 2002, CD-ROM, pp. 31:1-31:18, 2002, IEEE Computer Society, 0-7695-1524-X. The full citation details ...](Pics/full.jpeg) |
2002 |
DBLP DOI BibTeX RDF |
|
40 | Henghsiu Tsai, Kung-Sik Chan |
A note on the non-negativity of continuous-time ARMA and GARCH processes. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Stat. Comput. ![In: Stat. Comput. 19(2), pp. 149-153, 2009. The full citation details ...](Pics/full.jpeg) |
2009 |
DBLP DOI BibTeX RDF |
Lévy process, Global optimization, Kernel, DIRECT, Volatility |
40 | Fengzhong Wang, Kazuko Yamasaki, Shlomo Havlin, Harry Eugene Stanley |
Return Intervals Approach to Financial Fluctuations. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Complex (1) ![In: Complex Sciences, First International Conference, Complex 2009, Shanghai, China, February 23-25, 2009. Revised Papers, Part 1, pp. 3-27, 2009, Springer, 978-3-642-02465-8. The full citation details ...](Pics/full.jpeg) |
2009 |
DBLP DOI BibTeX RDF |
Financial marekts, Econophysics, Return interval, Long-term correlation, Scaling, Volatility |
40 | Bao Rong Chang, Hsiu Fen Tsai |
Composite of adaptive support vector regression and nonlinear conditional heteroscedasticity tuned by quantum minimization for forecasts. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Appl. Intell. ![In: Appl. Intell. 27(3), pp. 277-289, 2007. The full citation details ...](Pics/full.jpeg) |
2007 |
DBLP DOI BibTeX RDF |
Adaptive support vector regression, Volatility clustering, Nonlinear generalized autoregressive conditional heteroscedasticity, Quantum minimization |
40 | Shi-Jie Deng, Wenjiang Jiang |
An Inverse-Quantile Function Approach for Modeling Electricity Price. ![Search on Bibsonomy](Pics/bibsonomy.png) |
HICSS ![In: 35th Hawaii International Conference on System Sciences (HICSS-35 2002), CD-ROM / Abstracts Proceedings, 7-10 January 2002, Big Island, HI, USA, pp. 55, 2002, IEEE Computer Society, 0-7695-1435-9. The full citation details ...](Pics/full.jpeg) |
2002 |
DBLP DOI BibTeX RDF |
Electricity market signals, Electricity option pricing, Stochastic volatility, Risk management |
38 | Sanae Rujivan |
Valuation of volatility derivatives with time-varying volatility: An analytical probabilistic approach using a mixture distribution for pricing nonlinear payoff volatility derivatives in discrete observation case. ![Search on Bibsonomy](Pics/bibsonomy.png) |
J. Comput. Appl. Math. ![In: J. Comput. Appl. Math. 418, pp. 114672, 2023. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
|
38 | Sanae Rujivan, Udomsak Rakwongwan |
Analytically pricing volatility swaps and volatility options with discrete sampling: Nonlinear payoff volatility derivatives. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Commun. Nonlinear Sci. Numer. Simul. ![In: Commun. Nonlinear Sci. Numer. Simul. 100, pp. 105849, 2021. The full citation details ...](Pics/full.jpeg) |
2021 |
DBLP DOI BibTeX RDF |
|
33 | Romain Pierrot, Hongyan Liu |
The Influence of Volume and Volatility on Predicting Shanghai Stock Exchange Trends. ![Search on Bibsonomy](Pics/bibsonomy.png) |
FSKD (1) ![In: Fifth International Conference on Fuzzy Systems and Knowledge Discovery, FSKD 2008, 18-20 October 2008, Jinan, Shandong, China, Proceedings, Volume 1, pp. 470-474, 2008, IEEE Computer Society, 978-0-7695-3305-6. The full citation details ...](Pics/full.jpeg) |
2008 |
DBLP DOI BibTeX RDF |
|
33 | Liyan Geng, Junhai Ma |
TSK Fuzzy Inference System Based GARCH Model for Forecasting Exchange Rate Volatility. ![Search on Bibsonomy](Pics/bibsonomy.png) |
FSKD (3) ![In: Fifth International Conference on Fuzzy Systems and Knowledge Discovery, FSKD 2008, 18-20 October 2008, Jinan, Shandong, China, Proceedings, Volume 3, pp. 103-107, 2008, IEEE Computer Society. The full citation details ...](Pics/full.jpeg) |
2008 |
DBLP DOI BibTeX RDF |
|
33 | Annabella Loconsole, Jürgen Börstler |
Are Size Measures Better Than Expert Judgment? An Industrial Case Study on Requirements Volatility. ![Search on Bibsonomy](Pics/bibsonomy.png) |
APSEC ![In: 14th Asia-Pacific Software Engineering Conference (APSEC 2007), 5-7 December 2007, Nagoya, Japan, pp. 238-245, 2007, IEEE Computer Society, 0-7695-3057-5. The full citation details ...](Pics/full.jpeg) |
2007 |
DBLP DOI BibTeX RDF |
|
33 | Szymon Borak, Matthias Fengler, Wolfgang Hiirdle |
DSFM fitting of Implied Volatility Surfaces. ![Search on Bibsonomy](Pics/bibsonomy.png) |
ISDA ![In: Proceedings of the Fifth International Conference on Intelligent Systems Design and Applications (ISDA 2005), 8-10 September 2005, Wroclaw, Poland, pp. 526-531, 2005, IEEE Computer Society, 0-7695-2286-6. The full citation details ...](Pics/full.jpeg) |
2005 |
DBLP DOI BibTeX RDF |
|
33 | Helmut Berrer, Christian Helmenstein, Wolfgang Polasek |
Stochastic Ranking and the Volatility "Croissant": A Sensitivity Analysis of Economic Rankings. ![Search on Bibsonomy](Pics/bibsonomy.png) |
GfKl ![In: Classification - the Ubiquitous Challenge, Proceedings of the 28th Annual Conference of the Gesellschaft für Klassifikation e.V., University of Dortmund, March 9-11, 2004, pp. 537-544, 2004, Springer, 978-3-540-25677-9. The full citation details ...](Pics/full.jpeg) |
2004 |
DBLP DOI BibTeX RDF |
|
33 | Timothy Mount |
Market Power and Price Volatility in Restructured Markets for Electricity. ![Search on Bibsonomy](Pics/bibsonomy.png) |
HICSS ![In: 32nd Annual Hawaii International Conference on System Sciences (HICSS-32), January 5-8, 1999, Maui, Hawaii, USA, 1999, IEEE Computer Society, 0-7695-0001-3. The full citation details ...](Pics/full.jpeg) |
1999 |
DBLP DOI BibTeX RDF |
|
33 | Shmuel S. Oren, Alva J. Svoboda, Raymond B. Johnson |
Volatility of Unit Commitment in Competitive Electricity Markets. ![Search on Bibsonomy](Pics/bibsonomy.png) |
HICSS (5) ![In: 30th Annual Hawaii International Conference on System Sciences (HICSS-30), 7-10 January 1997, Maui, Hawaii, USA, pp. 594-601, 1997, IEEE Computer Society, 0-8186-7734-1. The full citation details ...](Pics/full.jpeg) |
1997 |
DBLP DOI BibTeX RDF |
|
31 | Virgilijus Sakalauskas, Dalia Kriksciuniene |
Research of the Calendar Effects in Stock Returns. ![Search on Bibsonomy](Pics/bibsonomy.png) |
BIS (Workshops) ![In: Business Information Systems Workshops, BIS 2009 International Workshops, Poznan, Poland, April 27-29, 2009. Revised Papers, pp. 69-78, 2009, Springer, 978-3-642-03423-7. The full citation details ...](Pics/full.jpeg) |
2009 |
DBLP DOI BibTeX RDF |
calendar effect, F-test, mean return, Kolmogorov-Smirnov test, stock market |
31 | Ramazan Gencay, Rajna Gibson |
Model Risk for European-Style Stock Index Options. ![Search on Bibsonomy](Pics/bibsonomy.png) |
IEEE Trans. Neural Networks ![In: IEEE Trans. Neural Networks 18(1), pp. 193-202, 2007. The full citation details ...](Pics/full.jpeg) |
2007 |
DBLP DOI BibTeX RDF |
|
31 | Bao Rong Chang, Hsiu Fen Tsai |
Forecasting Approach Using Hybrid Model ASVR/NGARCH with Quantum Minimization. ![Search on Bibsonomy](Pics/bibsonomy.png) |
ICIC (2) ![In: Advanced Intelligent Computing Theories and Applications. With Aspects of Artificial Intelligence, Third International Conference on Intelligent Computing, ICIC 2007, Qingdao, China, August 21-24, 2007, Proceedings, pp. 1265-1277, 2007, Springer, 978-3-540-74201-2. The full citation details ...](Pics/full.jpeg) |
2007 |
DBLP DOI BibTeX RDF |
adaptive support vector regression, nonlinear generalized autoregressive conditional heteroscedasticity, quantum minimization |
31 | Sangwook Lee, Jusang Lee, Daeyoung Shim, Moongu Jeon |
Binary Particle Swarm Optimization for Black-Scholes Option Pricing. ![Search on Bibsonomy](Pics/bibsonomy.png) |
KES (1) ![In: Knowledge-Based Intelligent Information and Engineering Systems, 11th International Conference, KES 2007, XVII Italian Workshop on Neural Networks, Vietri sul Mare, Italy, September 12-14, 2007. Proceedings, Part I, pp. 85-92, 2007, Springer, 978-3-540-74817-5. The full citation details ...](Pics/full.jpeg) |
2007 |
DBLP DOI BibTeX RDF |
Black-Scholes option pricing, bit change mutation, binary particle swarm optimization |
31 | Peter Carr 0002, Vadim Linetsky |
A jump to default extended CEV model: an application of Bessel processes. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Finance Stochastics ![In: Finance Stochastics 10(3), pp. 303-330, 2006. The full citation details ...](Pics/full.jpeg) |
2006 |
DBLP DOI BibTeX RDF |
JEL Classification G12, G13 |
31 | Lea Bloechlinger |
A Coherent Spot/Forward Price Model with Regime-Switching. ![Search on Bibsonomy](Pics/bibsonomy.png) |
OR ![In: Operations Research, Proceedings 2006, Selected Papers of the Annual International Conference of the German Operations ResearchSociety (GOR), Jointly Organized with the Austrian Society of Operations Research (ÖGOR) and the Swiss Society of Operations Research (SVOR), Karlsruhe, Germany, September 6-8, 2006, pp. 271-278, 2006, 978-3-540-69994-1. The full citation details ...](Pics/full.jpeg) |
2006 |
DBLP DOI BibTeX RDF |
|
31 | Evelyn J. Barry, Chris F. Kemerer, Sandra Slaughter |
On the Uniformity of Software Evolution Patterns. ![Search on Bibsonomy](Pics/bibsonomy.png) |
ICSE ![In: Proceedings of the 25th International Conference on Software Engineering, May 3-10, 2003, Portland, Oregon, USA, pp. 106-113, 2003, IEEE Computer Society, 0-7695-1877-X. The full citation details ...](Pics/full.jpeg) |
2003 |
DBLP DOI BibTeX RDF |
|
31 | Panayiotis Ch. Andreou, Chris Charalambous, Spiros H. Martzoukos |
Critical Assessment of Option Pricing Methods Using Artificial Neural Networks. ![Search on Bibsonomy](Pics/bibsonomy.png) |
ICANN ![In: Artificial Neural Networks - ICANN 2002, International Conference, Madrid, Spain, August 28-30, 2002, Proceedings, pp. 1131-1136, 2002, Springer, 3-540-44074-7. The full citation details ...](Pics/full.jpeg) |
2002 |
DBLP DOI BibTeX RDF |
|
30 | Miguel A. Jiménez-Montaño, Matthew He |
Irreplaceable Amino Acids and Reduced Alphabets in Short-Term and Directed Protein Evolution. ![Search on Bibsonomy](Pics/bibsonomy.png) |
ISBRA ![In: Bioinformatics Research and Applications, 5th International Symposium, ISBRA 2009, Fort Lauderdale, FL, USA, May 13-16, 2009, Proceedings, pp. 297-309, 2009, Springer, 978-3-642-01550-2. The full citation details ...](Pics/full.jpeg) |
2009 |
DBLP DOI BibTeX RDF |
Codon volatility, amino acid changeability, genetic mutations, reduced alphabet |
30 | Panayiotis Ch. Andreou, Chris Charalambous, Spiros H. Martzoukos |
European Option Pricing by Using the Support Vector Regression Approach. ![Search on Bibsonomy](Pics/bibsonomy.png) |
ICANN (1) ![In: Artificial Neural Networks - ICANN 2009, 19th International Conference, Limassol, Cyprus, September 14-17, 2009, Proceedings, Part I, pp. 874-883, 2009, Springer, 978-3-642-04273-7. The full citation details ...](Pics/full.jpeg) |
2009 |
DBLP DOI BibTeX RDF |
implied volatility, non-parametric methods, support vector regression, Option pricing |
30 | C.-S. Huang, C.-H. Hung, Song Wang 0004 |
A Fitted Finite Volume Method for the Valuation of Options on Assets with Stochastic Volatilities. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Computing ![In: Computing 77(3), pp. 297-320, 2006. The full citation details ...](Pics/full.jpeg) |
2006 |
DBLP DOI BibTeX RDF |
Black-Scholes equation, stochastic volatility, option pricing, finite volume method |
30 | David B. Lowe |
Web system requirements: an overview. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Requir. Eng. ![In: Requir. Eng. 8(2), pp. 102-113, 2003. The full citation details ...](Pics/full.jpeg) |
2003 |
DBLP DOI BibTeX RDF |
Domain uncertainty, Online systems, Requirements, Web systems, Volatility |
30 | T. H. Merrett |
Database Cost Analysis: a Top-Down Approach. ![Search on Bibsonomy](Pics/bibsonomy.png) |
SIGMOD Conference ![In: Proceedings of the 1977 ACM SIGMOD International Conference on Management of Data, Toronto, Canada, August 3-5, 1977., pp. 135-143, 1977, ACM, 978-1-4503-7343-2. The full citation details ...](Pics/full.jpeg) |
1977 |
DBLP DOI BibTeX RDF |
acquisition cost, database analysis, deterioration, file organization model, reorganization cost, retrieval cost, usage distribution, data structure, activity, cost analysis, volatility, database performance, storage cost |
26 | Tianxiu Zhang, Zhijian Cui |
Is R&D Volatility Conducive to Innovation? Distinguishing the Antecedents of Volatility. ![Search on Bibsonomy](Pics/bibsonomy.png) |
IEEE Trans. Engineering Management ![In: IEEE Trans. Engineering Management 71, pp. 5656-5668, 2024. The full citation details ...](Pics/full.jpeg) |
2024 |
DBLP DOI BibTeX RDF |
|
26 | Sha Lin, Xin-Jiang He |
Analytically pricing variance and volatility swaps with stochastic volatility, stochastic equilibrium level and regime switching. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Expert Syst. Appl. ![In: Expert Syst. Appl. 217, pp. 119592, May 2023. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
|
26 | Emmanuel Djanga, Mihai Cucuringu, Chao Zhang |
Cryptocurrency volatility forecasting using commonality in intraday volatility. ![Search on Bibsonomy](Pics/bibsonomy.png) |
ICAIF ![In: 4th ACM International Conference on AI in Finance, ICAIF 2023, Brooklyn, NY, USA, November 27-29, 2023, pp. 436-444, 2023, ACM. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
|
26 | Ivaylo V. Boyoukliev, Hristina N. Kulina, Snezhana Georgieva Gocheva-Ilieva |
Forecasting Volatility of Bank Deposits of Individuals Using Hybrid Arcing -ARIMA Approach: Forecasting Volatility of Bank Deposits. ![Search on Bibsonomy](Pics/bibsonomy.png) |
ICoMS ![In: Proceedings of the 2023 6th International Conference on Mathematics and Statistics, ICoMS 2023, Leipzig, Germany, July 14-16, 2023, pp. 56-62, 2023, ACM. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
|
26 | Xin-Jiang He, Song-Ping Zhu |
Analytical pricing formulae for variance and volatility swaps with a new stochastic volatility and interest rate model. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Expert Syst. Appl. ![In: Expert Syst. Appl. 206, pp. 117880, 2022. The full citation details ...](Pics/full.jpeg) |
2022 |
DBLP DOI BibTeX RDF |
|
26 | Mathieu Rosenbaum, Jianfei Zhang |
On the universality of the volatility formation process: when machine learning and rough volatility agree. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CoRR ![In: CoRR abs/2206.14114, 2022. The full citation details ...](Pics/full.jpeg) |
2022 |
DBLP DOI BibTeX RDF |
|
26 | Elisa Alòs, Frido Rolloos, Kenichiro Shiraya |
On the Difference Between the Volatility Swap Strike and the Zero Vanna Implied Volatility. ![Search on Bibsonomy](Pics/bibsonomy.png) |
SIAM J. Financial Math. ![In: SIAM J. Financial Math. 12(2), pp. 690-723, 2021. The full citation details ...](Pics/full.jpeg) |
2021 |
DBLP DOI BibTeX RDF |
|
26 | Blanka Horvath, Antoine Jacquier, Peter Tankov |
Volatility Options in Rough Volatility Models. ![Search on Bibsonomy](Pics/bibsonomy.png) |
SIAM J. Financial Math. ![In: SIAM J. Financial Math. 11(2), pp. 437-469, 2020. The full citation details ...](Pics/full.jpeg) |
2020 |
DBLP DOI BibTeX RDF |
|
26 | Ben-Zhang Yang, Jia Yue, Ming-hui Wang, Nan-Jing Huang |
Volatility swaps valuation under stochastic volatility with jumps and stochastic intensity. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Appl. Math. Comput. ![In: Appl. Math. Comput. 355, pp. 73-84, 2019. The full citation details ...](Pics/full.jpeg) |
2019 |
DBLP DOI BibTeX RDF |
|
26 | Ji Won Shin, Dong Wan Shin |
Vector error correction heterogeneous autoregressive forecast model of realized volatility and implied volatility. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Commun. Stat. Simul. Comput. ![In: Commun. Stat. Simul. Comput. 48(5), pp. 1503-1515, 2019. The full citation details ...](Pics/full.jpeg) |
2019 |
DBLP DOI BibTeX RDF |
|
26 | Qifa Xu, Zhongpu Bo, Cuixia Jiang, Yezheng Liu 0001 |
Does Google search index really help predicting stock market volatility? Evidence from a modified mixed data sampling model on volatility. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Knowl. Based Syst. ![In: Knowl. Based Syst. 166, pp. 170-185, 2019. The full citation details ...](Pics/full.jpeg) |
2019 |
DBLP DOI BibTeX RDF |
|
26 | Saejoon Kim |
Volatility forecasting for low-volatility portfolio selection in the US and the Korean equity markets. ![Search on Bibsonomy](Pics/bibsonomy.png) |
J. Exp. Theor. Artif. Intell. ![In: J. Exp. Theor. Artif. Intell. 30(1), pp. 71-88, 2018. The full citation details ...](Pics/full.jpeg) |
2018 |
DBLP DOI BibTeX RDF |
|
26 | Xin-Jiang He, Song-Ping Zhu |
A series-form solution for pricing variance and volatility swaps with stochastic volatility and stochastic interest rate. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Comput. Math. Appl. ![In: Comput. Math. Appl. 76(9), pp. 2223-2234, 2018. The full citation details ...](Pics/full.jpeg) |
2018 |
DBLP DOI BibTeX RDF |
|
26 | Rui Li 0060, Jun Wang 0075 |
Symbolic complexity of volatility duration and volatility difference component on voter financial dynamics. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Digit. Signal Process. ![In: Digit. Signal Process. 63, pp. 56-71, 2017. The full citation details ...](Pics/full.jpeg) |
2017 |
DBLP DOI BibTeX RDF |
|
26 | Chih-Tung Hsiao, Dong-Shang Chang, Shu-Ming Liu |
Complex relationships among firm risk, asymmetric volatility, volatility skew, and the leverage effect. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Complex. ![In: Complex. 21(S2), pp. 329-341, 2016. The full citation details ...](Pics/full.jpeg) |
2016 |
DBLP DOI BibTeX RDF |
|
26 | José E. Figueroa-López, Sveinn Ólafsson |
Short-term asymptotics for the implied volatility skew under a stochastic volatility model with Lévy jumps. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Finance Stochastics ![In: Finance Stochastics 20(4), pp. 973-1020, 2016. The full citation details ...](Pics/full.jpeg) |
2016 |
DBLP DOI BibTeX RDF |
|
26 | Ornanong Puarattanaarunkorn, Teera Kiatmanaroch, Songsak Sriboonchitta |
Dependence Between Volatility of Stock Price Index Returns and Volatility of Exchange Rate Returns Under QE Programs: Case Studies of Thailand and Singapore. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Causal Inference in Econometrics ![In: Causal Inference in Econometrics, pp. 415-435, 2016, Springer, 978-3-319-27283-2. The full citation details ...](Pics/full.jpeg) |
2016 |
DBLP DOI BibTeX RDF |
|
26 | Tyrone E. Duncan, Jacek Jakubowski, Bozenna Pasik-Duncan |
Stochastic volatility models with volatility driven by fractional Brownian motions. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Commun. Inf. Syst. ![In: Commun. Inf. Syst. 15(1), pp. 47-55, 2015. The full citation details ...](Pics/full.jpeg) |
2015 |
DBLP DOI BibTeX RDF |
|
26 | José Da Fonseca, Alessandro Gnoatto, Martino Grasselli |
Analytic pricing of volatility-equity options within Wishart-based stochastic volatility models. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Oper. Res. Lett. ![In: Oper. Res. Lett. 43(6), pp. 601-607, 2015. The full citation details ...](Pics/full.jpeg) |
2015 |
DBLP DOI BibTeX RDF |
|
26 | Hsuan-Ku Liu |
Properties of American Volatility Options in the Mean-Reverting 3/2 Volatility Model. ![Search on Bibsonomy](Pics/bibsonomy.png) |
SIAM J. Financial Math. ![In: SIAM J. Financial Math. 6(1), pp. 53-65, 2015. The full citation details ...](Pics/full.jpeg) |
2015 |
DBLP DOI BibTeX RDF |
|
26 | Song-Ping Zhu, Guang-Hua Lian |
Analytically pricing volatility swaps under stochastic volatility. ![Search on Bibsonomy](Pics/bibsonomy.png) |
J. Comput. Appl. Math. ![In: J. Comput. Appl. Math. 288, pp. 332-340, 2015. The full citation details ...](Pics/full.jpeg) |
2015 |
DBLP DOI BibTeX RDF |
|
26 | Ariful Hoque, Chandra Krishnamurti |
Modeling moneyness volatility in measuring exchange rate volatility. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CIFEr ![In: 2011 IEEE Symposium on Computational Intelligence for Financial Engineering and Economics, CIFEr 2011, Paris, France, April 14-15, 2011, pp. 95-100, 2011, IEEE, 978-1-4244-9932-8. The full citation details ...](Pics/full.jpeg) |
2011 |
DBLP DOI BibTeX RDF |
|
26 | Hung-Chun Liu, Jui-Cheng Hung |
Forecasting S&P-100 stock index volatility: The role of volatility asymmetry and distributional assumption in GARCH models. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Expert Syst. Appl. ![In: Expert Syst. Appl. 37(7), pp. 4928-4934, 2010. The full citation details ...](Pics/full.jpeg) |
2010 |
DBLP DOI BibTeX RDF |
|
26 | Rahul Thakurta, Frederik Ahlemann |
Understanding Requirements Volatility in Software Projects - An Empirical Investigation of Volatility Awareness, Management Approaches and their Applicability. ![Search on Bibsonomy](Pics/bibsonomy.png) |
HICSS ![In: 43rd Hawaii International International Conference on Systems Science (HICSS-43 2010), Proceedings, 5-8 January 2010, Koloa, Kauai, HI, USA, pp. 1-10, 2010, IEEE Computer Society, 978-0-7695-3869-3. The full citation details ...](Pics/full.jpeg) |
2010 |
DBLP DOI BibTeX RDF |
|
26 | Makoto Takahashi, Yasuhiro Omori, Toshiaki Watanabe |
Estimating stochastic volatility models using daily returns and realized volatility simultaneously. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Comput. Stat. Data Anal. ![In: Comput. Stat. Data Anal. 53(6), pp. 2404-2426, 2009. The full citation details ...](Pics/full.jpeg) |
2009 |
DBLP DOI BibTeX RDF |
|
26 | Gianna Figà-Talamanca |
Testing volatility autocorrelation in the constant elasticity of variance stochastic volatility model. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Comput. Stat. Data Anal. ![In: Comput. Stat. Data Anal. 53(6), pp. 2201-2218, 2009. The full citation details ...](Pics/full.jpeg) |
2009 |
DBLP DOI BibTeX RDF |
|