17 Analysing volatility spillover between the oil market and the stock market in oil-importing and oil-exporting countries: Implications on portfolio management

18 Volatility spillovers for spot, futures, and ETF prices in agriculture and energy

19 Constraining the volatility distribution and gas-particle partitioning of combustion aerosols using isothermal dilution and thermodenuder measurements.

20 Predictability and herding of bourse volatility: An econophysics analogue

21 Volatility dynamics of crypto-currencies’ returns: Evidence from asymmetric and long memory GARCH models

22 The effect of symmetric and asymmetric information on volatility structure of crypto-currency markets: A case study of bitcoin currency

23 Test data sets for calibration of stochastic and fractional stochastic volatility models.

24 Path integral approach to closed-form option pricing formulas with applications to stochastic volatility and interest rate models.

25 BENCHOP–SLV: the BENCHmarking project in Option Pricing–Stochastic and Local Volatility problems

26 Target volatility option pricing in the lognormal fractional SABR model

27 High-order compact finite difference scheme for option pricing in stochastic volatility jump models

28 A high-order RBF-FD method for option pricing under regime-switching stochastic volatility models with jumps

29 The Use of Statistical Tests to Calibrate the Black-Scholes Asset Dynamics Model Applied to Pricing Options with Uncertain Volatility

30 Liberalisation, Financial Risk, and Formal Financial Participation in Pakistan: Hyperinflationary Microeconomic Responses to Moderate Volatility in a Developing Economy

31 A novel UMIDAS-SVQR model with mixed frequency investor sentiment for predicting stock market volatility

32 Forecast the realized range-based volatility: The role of investor sentiment and regime switching

33 The U.S. Presidential Election 2012/2016 and Investors’ Sentiment: The Case of CBOE Market Volatility Index

34 Predicting Abnormal Stock Return Volatility Using Textual Analysis of News ‒ A Meta-Learning Approach

35 Analysis of Investor Sentiment Impact in Indonesia Composite Stock Price Index Return Volatility

36 The continuity and estimates of a solution to mixed fractional constant elasticity of variance system with stochastic volatility and the pricing of vulnerable options

37 Pricing options under stochastic volatility jump model: A stable adaptive scheme

38 Pricing of FX options in the MPT/CIR jump-diffusion model with approximative fractional stochastic volatility

39 Child mortality, commodity price volatility and the resource curse.

40 Short Selling Stock Indices on Signals from Implied Volatility Index Changes: Evidence from Quantile Regression-Based Techniques

41 Supply Chain Finance: A supply chain-oriented perspective to mitigate commodity risk and pricing volatility

42 Exploring the finance-growth volatility nexus: Evidience from developed, developing and transition countries

43 Hidden temporal order unveiled in stock market volatility variance

44 Changes in trading activity following stock splits and their effect on volatility and the adverse-information component of the bid-ask spread

45 Pricing Perpetual American Lookback Options Under Stochastic Volatility

46 Correction to: Conditional growth volatility and sectoral comovement in U.S. industrial production, 1828–1915 (Empirical Economics, (2019), 10.1007/s00181-019-01740-2)

47 Good deal hedging and valuation under combined uncertainty about drift and volatility

48 Inflation Volatility with Regime Switching

49 A partial correlation vine based approach for modeling and forecasting multivariate volatility time-series

50 Volatility forecasting of financial time series using wavelet based exponential generalized autoregressive conditional heteroscedasticity model

51 The effect of GST announcement on stock market volatility: evidence from intraday data

52 Analysis of investor sentiment and stock market volatility trend based on big data strategy

53 Forecasting volatility using combination across estimation windows: An application to S&P500 stock market index.

54 Modeling volatility in heat rate variability.

55 Modeling volatility of precious metals markets by using regime-switching GARCH models

56 Empirical performance of GARCH, GARCH-M, GJR-GARCH and log-GARCH models for returns volatility

57 Time-varying volatility spillover between Chinese fuel oil and stock index futures markets based on a DCC-GARCH model with a semi-nonparametric approach

58 Modelling the dynamics of Bitcoin and Litecoin: GARCH versus stochastic volatility models

59 Volatility Forecasting Models and Market Co-Integration: A Study on South-East Asian Markets

60 Do Higher Asymmetry Threshold Effects Exist on the Gold Return Volatility during Highly Fluctuating Periods?

61 Volatility Transmission in Oil Futures Markets and Carbon Emissions Futures

62 Estimating the Volatility of Cocoa Price Return with ARCH and GARCH Models

63 The research on stock market volatility in China based on the model of ARIMA-EARCH-M (1, 1) and ARIMA-TARCH-M (1, 1)

64 Improving Volatility Risk Forecasting Accuracy in Industry Sector

65 Geopolitical Risks, Returns, and Volatility in Emerging Stock Markets: Evidence from a Panel GARCH Model

66 The comparison of explanatory power of volatility index (VIX) and garch model in predicting future volatility (empirical studies on the indonesian stock market)

67 Stock market volatility in Saudi Arabia: An application of univariate GARCH model

68 The study about long memory and volatility persistence in China stock market based on fractal theory and GARCH model

69 A study on the behavior of volatility in Saudi Arabia stock market using symmetric and asymmetric GARCH models

70 RETRACTED ARTICLE: Tree structured DCC-multivariate GARCH model and its application in volatility correlation analysis of Shanghai, Shenzhen and Hong Kong Stock markets

71 Empirical analysis of volatility in standard & poor's (S&P) CNX nifty stock markets using GARCH models

72 Volatility Transmission and Spillovers among Gold, Bonds and Stocks: An Empirical Evidence from Turkey

73 A Fuzzy Random Walk Technique to Forecasting Volatility of Iran Stock Exchange Index

74 Impact of Derivative Trading On Stock Market Volatility in India: A Study of S&P CNX Nifty

75 The impact of dividend policy on the volatility of share price of manufacturing companies in Malaysia

76 Dividend policy and stock price volatility of industrial products firms in Malaysia

77 Dividend policy and share price volatility: Evidence from Malaysia

78 A THRESHOLD MODEL for LOCAL VOLATILITY: EVIDENCE of LEVERAGE and MEAN REVERSION EFFECTS on HISTORICAL DATA

79 The Impact of Oil Revenue Shocks on the Volatility of Iran’s Stock Market Return

80 The Volatility of Oil Prices on Stock Exchanges in the Context of Recent Events

81 The forecasting ability of solar and space weather data on NASDAQ's finance sector price index volatility

82 Correction to: Representation of exchange option prices under stochastic volatility jump-diffusion dynamics (Quantitative Finance, (2020), 20, 2, (291-310), 10.1080/14697688.2019.1655785)

83 Crude oil price volatility and short-term predictability of the real U.S. GDP growth rate

84 The impact of exchange rate volatility on Indonesia's top exports to the five main export markets.

85 Price Volatility, the Maturity Effect, and Global Oil Prices: Evidence from Chinese Commodity Futures Markets

86 Volatility spillovers in commodity markets: A large t-vector autoregressive approach

87 Response of corn markets to climate volatility under alternative energy futures.

88 Speculation and volatility—A time-varying approach applied on Chinese commodity futures markets

89 Price discovery and volatility spillover in spot and futures markets: evidences from steel-related commodities in China

90 Price volatility and speculative activities in futures commodity markets: A combination of combinations of p-values test

91 Return and Volatility Spillover among Commodity Futures, Stock Market and Exchange Rate: Evidence from India

92 Does Ban on Futures trading (de)stabilise spot volatility?: Evidence from Indian Agriculture Commodity Market

93 Dynamic correlation and volatility spillovers across Chinese stock and commodity futures markets

94 The Impact of Jumps and Leverage in Forecasting the Co-Volatility of Oil and Gold Futures

95 A forecast comparison of volatility models using realized volatility: evidence from the Bitcoin market

96 Improving the realized GARCH's volatility forecast for Bitcoin with jump-robust estimators

97 Volatility Study of Amino Acids by Knudsen Effusion with QCM Mass Loss Detection.

98 Türkiye Ekonomisinde Döviz Kuru Dalgalanmalarının Araba İthalatı ve İhracatına Etkisi: 2001-2018 Dönemi (The Impacts Of Foreign Exchange Rate Volatility On Import And Export Of Cars At Turkish Economy: 2001-2018 Period)

99 Long Memory in the Volatility of Selected Cryptocurrencies: Bitcoin, Ethereum and Ripple

100 Effect of Variance Swap in Hedging Volatility Risk

101 Long Memory in the Volatility of Selected Cryptocurrencies: Bitcoin, Ethereum and Ripple

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