Sage Journals: Discover world-class research

Free access

Research article

First published 2005-4

Volatility Models and their Performance in Indian Capital Markets

Ajay Pandey

Vikalpa: The Journal for Decision Makers

Retricted access

Research article

First published 2017-4

Macroeconomic Determinants of Volatility for the Gold Price in Ethiopia: The Application of GARCH and EWMA Volatility Models

Amare Wubishet Ayele, Emmanuel Gabreyohannes, Yohannes Yebabe Tesfay

Global Business Review

Open access

Research article

First published 2021-7

Forecasting the Crude Oil Prices Volatility With Stochastic Volatility Models

Dondukova Oyuna, Liu Yaobin

Sage Open

Open access

Research article

First published 2017-9

A Gaussian semi-parametric implied volatility model

Xiaoyan Wu, Ying Zhuang, Fei Chen [...]

Journal of Algorithms & Computational Technology

Retricted access

Research article

First published 2025-12

An Empirical Investigation of the Volatility Dynamics of SENSEX and GREENEX Using the GARCH Model

Saba Abid, Vardah Saghir, Sana Beg

Asia-Pacific Journal of Management Research and Innovation

Open access

Research article

First published 2025-12

Historical Volatility and NIFTY Returns: A Multi-timeframe Analysis Using ARDL Models

Preeti Sharma, Rimple Manchanda

NMIMS Management Review

Retricted access

Research article

First published 2023-12-02

Hidden Markov model-based modeling and prediction for implied volatility surface 1

Hongyue Guo, Qiqi Deng, Wenjuan Jia [...]

Journal of Intelligent & Fuzzy Systems: Applications in Engineering and Technology

Retricted access

Research article

First published 2025

Investigating Volatility Dynamics of Stock Market Indices via GARCH Models

Vatis Christian Kemezang, Zacharie Nkengwou Deutou, Prince Hikouatcha [...]

Global Business Review

Retricted access

Research article

First published 2019-5

The Critical Aspects of Value Migration from Volatile Business Models in the Digital Economy

Marek Jabłoński

Journal of Creating Value

Retricted access

Research article

First published 2014-8

Estimation of call prices for some stochastic volatility models

Hui Gong, Aerambamoorthy Thavaneswaran, Darja Kalajdzievska

Model Assisted Statistics and Applications

Search results