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Methods in econophysics: Estimating the probability density and volatility [PDF]

open access: yesFrontiers in Physics, 2022
We discuss and analyze some recent literature that introduced pioneering methods in econophysics. In doing so, we review recent methods of estimating the volatility, volatility of volatility, and probability densities.
Moawia Alghalith
doaj   +2 more sources

Introduction: Volatility in finance, art, and culture

open access: yesFinance and Society, 2023
The term ‘volatility’ applies to changeability: both that which can be measured, such as temperatures and stock prices, and that which cannot be easily measured, such as affects and emotions.
Benjamin Lee, Emily Rosamond
doaj   +2 more sources

Finance and Macroeconomic Volatility [PDF]

open access: yesContributions in Macroeconomics, 2000
Countries with more developed financial sectors experience less fluctuation in the growth of real per capita output, consumption and investment. However, the manner in which the financial sector develops matters. The relative importance of banks in the financial system is important in explaining consumption and investment volatility, and the proportion
Denizer, Cevdet   +2 more
openaire   +5 more sources

The Use of Machine Learning in Volatility: A Review Using K-Means

open access: yesUniversidad y Empresa, 2023
Recently, the use of machine learning (ML) in scientific disciplines has experienced an unprecedented increase. Finance has not been an exception. Several works have been published in recent years using ml techniques. However, one of the topics with the
Jesus Enrique Molina Muñoz   +1 more
doaj   +1 more source

Does green finance support to reduce the investment sensitivity of environmental firms?

open access: yesJournal of Business Economics and Management, 2023
This study aims to examine the financing cash flow sensitivity into the firm investment of Environment Sensitive Firms (ESFs). To improve the robustness of our analysis, we implement cluster regression to analyze the 300- firms listed on Shenzhen Stock ...
Ashfaq Habib   +2 more
doaj   +1 more source

The impact of trade and financial expansion on volatility of real exchange rate

open access: yesPLoS ONE, 2022
With the steady progress of China’s opening-up policy, how to avoid the financial risks brought by opening-up is a valuable research topic at present while promoting economic development.
Zhe Chen
doaj   +3 more sources

ISLAMIC FINANCE, GROWTH, AND VOLATILITY: A FRESH EVIDENCE FROM 82 COUNTRIES

open access: yesJournal of Islamic Monetary Economics and Finance, 2023
Islamic finance has gained significant attention during the past decades. Many countries are striving to become Islamic financial hubs. The asset-backed nature of Islamic financial instruments and products adds more reliability to financial transactions.
Mudeer A Khattak, Noureen A. Khan
doaj   +1 more source

The fractional volatility model and rough volatility [PDF]

open access: yesInternational Journal of Theoretical and Applied Finance 26, 2350010 (2023), 2022
The question of the volatility roughness is interpreted in the framework of a data-reconstructed fractional volatility model, where volatility is driven by fractional noise. Some examples are worked out and also, using Malliavin calculus for fractional processes, an option pricing equation and its solution are obtained.
arxiv   +1 more source

Multivariate volatility in environmental finance [PDF]

open access: yesMathematics and Computers in Simulation, 2008
There exist several important benchmark indexes in environmental finance, some computed by well-known financial index providers such as the Dow Jones group and others by independent agencies specializing in environmentally and socially responsible investing in finance.
Michael McAleer   +2 more
openaire   +2 more sources

Varieties of volatility

open access: yesFinance and Society, 2023
This article explores the quantitative and qualitative dimensions of volatility and their implications for cultural analysis in a range of fields. From quantitative finance, it takes the notion of ‘delta-hedging’, the suspension or neutralization of ...
Benjamin Lee
doaj   +1 more source

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