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Published Articles with Keyword: Volatility
- Title: Enterprise Malware Detection using Digital Forensic Artifacts and Machine Learning
Authors: Mathieu Drolet, Vincent Roberge
Doi: 10.37394/232018.2024.12.33
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Published in WSEAS Transactions on Computer Research, Volume 12, 2024 - Title: Key Indicators Influencing BRICS Countries' Stock Price Volatility through Classification Techniques: A Comparative Study
Authors: Nursel Selver Ruzgar
Doi: 10.37394/23207.2024.21.122
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Published in WSEAS Transactions on Business and Economics, Volume 21, 2024 - Title: Implementation of the Vector Autoregressive (VAR) Model in Electricity Supplier Companies
Authors: Rr Erlina, Ayi Ahadiat, Rialdi Azhar, Luthfi Firdaus, Toto Gunarto
Doi: 10.37394/232032.2024.2.14
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Published in Financial Engineering, Volume 2, 2024 - Title: The Downsides of Digital Currency and the Limits of its Normative Regulation
Authors: Tatiana Hajdúková, Samuel Marr
Doi: 10.37394/232032.2024.2.8
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Published in Financial Engineering, Volume 2, 2024 - Title: Double Moving Average Control Chart for Time Series Data with Poisson
INARCH(1)
Authors: Suganya Phantu, Yupaporn Areepong, Saowanit Sukparungsee
Doi: 10.37394/23207.2024.21.58
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Published in WSEAS Transactions on Business and Economics, Volume 21, 2024 - Title: Climate Volatility, Wheat Productivity and Food Security: A Quantile Regression Analysis
Authors: Babar Hussain, Usman Ali, Sania Shaheen, Lal K. Almas
Doi: 10.37394/232015.2023.19.109
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Published in WSEAS Transactions on Environment and Development, Volume 19, 2023 - Title: Volatility Forecasting of Crude Oil, Gold, and Silver Futures: A Case of Pakistan Mercantile Exchange
Authors: Shamsul Nahar Abdullah, Iqra Khan, Farah Naz, Kanwal Zahra, Tooba Lutfullah
Doi: 10.37394/23207.2023.20.196
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Published in WSEAS Transactions on Business and Economics, Volume 20, 2023 - Title: Guidelines for Dealing with Thai Baht Volatility in Industrial Businesses
Authors: Pasithphol Temritikulchai, Thanin Silpcharu, Sunee Wattanakomol
Doi: 10.37394/23207.2023.20.169
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Published in WSEAS Transactions on Business and Economics, Volume 20, 2023 - Title: Food Price and Inflation Volatilities during Covid-19 Period: Empirical Study of a Region in Indonesia
Authors: Cep Jandi Anwar, Indra Suhendra, Ayu Srimulyani, Vadilla Mutia Zahara, Rah Adi Fahmi Ginanjar, Stannia Cahaya Suci
Doi: 10.37394/23207.2023.20.161
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Published in WSEAS Transactions on Business and Economics, Volume 20, 2023 - Title: K-means Nonhierarchical Cluster and Dbscan Outlier Detection In the Grouping of Stock Issuers
Authors: Atiek Iriany, Henida Ratna Ayu Putri, Harry Maringan Tua
Doi: 10.37394/232020.2023.3.4
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Published in Proof, Volume 3, 2023 - Title: Modeling Exchange Rate Volatility of ASEAN Member Countries
Authors: Piyasiri Kongwiriyapisal
Doi: 10.37394/232026.2023.5.8
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Published in International Journal of Applied Mathematics, Computational Science and Systems Engineering, Volume 5, 2023 - Title: The Impact of the Covid-19 Pandemic on the Dynamics of Financial Instruments in the World Trade
Authors: Iryna Otenko, Ihor Hrabynskyi, Alina Lytvynenko, Elena Lytvynenko, Mykola Povoroznyk, Dmytro Nikitin
Doi: 10.37394/23207.2022.19.158
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Published in WSEAS Transactions on Business and Economics, Volume 19, 2022 - Title: Determining the Volatility in Option Pricing From Degenerate Parabolic Equation
Authors: Yilihamujiang Yimamu
Doi: 10.37394/23206.2022.21.73
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Published in WSEAS Transactions on Mathematics, Volume 21, 2022 - Title: Risks and Regulation of Cryptocurrency during Pandemic: A Systematic Literature Review
Authors: Keshav Bajaj, Saikat Gochhait, Sangeeta Pandit, Tamanna Dalwai, Mercia Selva Malar Justin
Doi: 10.37394/232015.2022.18.61
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Published in WSEAS Transactions on Environment and Development, Volume 18, 2022 - Title: Price Volatility for Selected Agricultural Commodities in Ethiopia:
Evidence from GARCH Models
Authors: Dinku Tirngo, Worku Gardachw, Ngozi Adeleye
Doi: 10.37394/23207.2021.18.127
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Published in WSEAS Transactions on Business and Economics, Volume 18, 2021 - Title: The Informational Response of Different Investor Types on Futures Return Fluctuations: Evidence from Taiwan’s Index Futures Market
Authors: Chen-Cheng Chien, Chun-Nan Chen
Doi: 10.37394/23207.2021.18.124
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Published in WSEAS Transactions on Business and Economics, Volume 18, 2021 - Title: Long Memory Modeling: Evidence From Mediterranean Stock Indexes
Authors: Saoussan Bouchareb, Mohammed Salah Chiadmi, Fouzia Ghaiti
Doi: 10.37394/23203.2021.16.52
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Published in WSEAS Transactions on Systems and Control, Volume 16, 2021 - Title: Modeling Mediterranean Stock Markets Volatility with Univariate and Multivariate Approaches
Authors: Saoussan Bouchareb, Mohamed Salah Chiadmi, Fouzia Ghaiti
Doi: 10.37394/23203.2021.16.41
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Published in WSEAS Transactions on Systems and Control, Volume 16, 2021 - Title: Relationship between Stock Returns and Trading Volume: Domestic and Cross-Country Evidence in Asian Stock Markets
Authors: Ki-Hong Choi, Sang Hoon Kang, Seong-Min Yoon
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Published in International Journal of Electrical Engineering and Computer Science, Volume 2, 2020 - Title: Comparing the performances of GARCH-type models in capturing cryptocurrencies volatility
Authors: Alessandra Amendola, Luca Sensini
Doi: 10.37394/23207.2020.17.62
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Published in WSEAS Transactions on Business and Economics, Volume 17, 2020 - Title: To Define Window Dressing in the State Owned Enterprises and Private Companies (Case Study in Indonesia Stock Exchange LQ45)
Authors: Erica Virginia, Josep Ginting, Faiz A. M. Elfaki
Doi: 10.37394/23207.2020.17.19
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Published in WSEAS Transactions on Business and Economics, Volume 17, 2020 - Title: Evidence of Increasing Integration Between International Markets
Authors: Alexandre Costa, Paulo Sérgio Ceretta, Alexander Souza Block
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Published in WSEAS Transactions on Business and Economics, Volume 13, 2016 - Title: Optimal Reinsurance and Investment Problem with Stochastic Interest Rate and Stochastic Volatility in the Mean-Variance Framework
Authors: Wei Wei, Shunhou Fan, Hao Chang
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Published in WSEAS Transactions on Mathematics, Volume 15, 2016 - Title: Optimal Investment and Risk Management for Open-Ended Funds Under Heston’s SV Model
Authors: Zanyong Huang, Ximin Rong
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Published in WSEAS Transactions on Mathematics, Volume 15, 2016 - Title: Crude Oil Market Dynamics through TVEC-Copula-DCC-GARCH Models: Improving the Variance Reduction of Hedging Strategies.
Authors: Alexander Souza Block, Marcelo Brutti Righi
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Published in WSEAS Transactions on Business and Economics, Volume 12, 2015 - Title: Modeling Non-Linear Dependence between Risk and Return in Latin Markets
Authors: Sergio Guilherme Schlender, Marcelo Brutti Righi, Paulo Sergio Ceretta
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Published in WSEAS Transactions on Business and Economics, Volume 12, 2015 - Title: Evidence of Dependence Between Volume, Returns and Volatility: A Correlation of Distances Approach, Using Intraday Data for all Ibovespa Stocks
Authors: Alexandre Silva Da Costa, Paulo Sergio Ceretta, Fernanda Maria Müller
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Published in WSEAS Transactions on Business and Economics, Volume 12, 2015 - Title: The Volatility Cluster Character of Corporate Bond Yield
Authors: Jie-Min Huang, Kai Chang, Xi Yang
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Published in WSEAS Transactions on Systems and Control, Volume 10, 2015 - Title: Volatility Forecast Combination of Brazilian Selic Interest Rate and Exchange Rate by Means of Principal Component Analysis
Authors: Lizandra Salau Da Rocha, Adriano Mendonça Souza, Roselaine Ruviaro Zaninni, Meire Mezzomo
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Published in WSEAS Transactions on Business and Economics, Volume 11, 2014 - Title: A New Risk History: The Eastern Europe Case
Authors: Josep Maria Cardona, Jordi Andreu, Sebastian Cano
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Published in WSEAS Transactions on Business and Economics, Volume 11, 2014 - Title: The Dynamic Relationship between Volatility, Volume and Open Interest in CSI 300 Futures Market
Authors: Wang Susheng, Yu Zhen
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Published in WSEAS Transactions on Systems, Volume 13, 2014 - Title: Empirical Studies of the Effect of Leverage Industry Characteristics
Authors: Wei Li, Su-Sheng Wang
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Published in WSEAS Transactions on Business and Economics, Volume 10, 2013 - Title: Empirical Analysis of Liquidity Risk Premium Based on Bond Age
Authors: Jie-Min Huang, Su-Sheng Wang, Jie-Yong Huang
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Published in WSEAS Transactions on Business and Economics, Volume 10, 2013 - Title: Hedging Strategy for Unit-Linked Life Insurance Contracts in Stochastic Volatility Models
Authors: Wei Wang, Linyi Qian, Wensheng Wang
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Published in WSEAS Transactions on Mathematics, Volume 12, 2013 - Title: Idiosyncratic Volatility Has an Impact on Corporate Bond Spreads: Empirical Evidence from Chinese Bond Markets
Authors: Su-Sheng Wang, Jie-Min Huang, Kai Chang, Jie-Yong Huang, Xi Yang
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Published in WSEAS Transactions on Systems, Volume 12, 2013 - Title: The Valuation of Futures Options for Emissions Allowances under the Term Structure of Stochastic Multi-Factors
Authors: Kai Chang, Su-Sheng Wang, Peng Ke, Huang Yu-Rong, Yu Zhen
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Published in WSEAS Transactions on Systems, Volume 11, 2012