keyword Volatility / (5 Article)
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1.
Writer : Qezelbash، Mohammad ؛ Tajdini، Saeid ؛ Jafari، Farzad ؛ Lotfi Ghahroud، Majid ؛ Farajnezhad، Mohammad ؛
Journal:Journal of Mathematics and Modeling in Finance»Summer and Autumn 2023, Volume 3 - Number 2 (16 page(s) - From 77 to 92 )
Keywords:GoldVolatilityBitcoinHerd mentality biasS& P500S& P500S& P500
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2.
Writer : Azizi، S. Pourmohammad ؛ Ghasempour، RajabAli ؛ Nafei، Amirhossein ؛
Journal:Journal of Mathematics and Modeling in Finance»Summer and Autumn 2023, Volume 3 - Number 2 (18 page(s) - From 191 to 208 )
Keywords:VolatilityPricingDynamical systemsCatastrophe BondsRadial Basis Function Neural Networks
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3.
Writer : Nasiri، Tayebeh ؛ Aminataei، Azim ؛ Corresponding Author : Zakeri، Ali ؛
Journal:Journal of Mathematics and Modeling in Finance»Winter and Spring 2022, Volume 2 - Number 1 (10 page(s) - From 159 to 168 )
Keywords:VolatilityChebyshev waveletsEuropean optionsTime-fractional Levy diffusion equationLevenberg-Marquardt regularization
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4.
Writer : Shahmoradi، Nafiseh ؛ Ghalibaf Asl، Hasan ؛
Journal:Journal of Mathematics and Modeling in Finance»Winter and Spring 2021, Volume 1 - Number 1 (19 page(s) - From 179 to 197 )
Keywords:ForecastingGARCHVolatilityArtificial neural networkFutures
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5.
Writer : Jafari، Farzad ؛ Tajdini، Saeid ؛ Lotfi Ghahroud، Majid ؛
Journal:Journal of Mathematics and Modeling in Finance»Winter and Spring 2021, Volume 1 - Number 1 (12 page(s) - From 65 to 76 )
Keywords:GARCHStock MarketVolatilityReversed Leverage Effect BiasGJRGARCH