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Measuring and Comparing the Value-at-Risk Using GARCH and CARR Models for CSI 300 Index
(Articles)
Chunchou Wu
Theoretical Economics Letters
Vol.8 No.6
,April 23, 2018
DOI:
10.4236/tel.2018.86078
980
Downloads
4,291
Views
Citations
This article belongs to the Special Issue on
Computational Economics and Econometrics
Growth and Volatility: An Analysis for the Brazilian Economy
(Articles)
Elano Ferreira Arruda
,
Felipe de Sousa Bastos
,
Pablo Urano de Carvalho Castelar
,
Fernando Marques Mansilla
,
Antônio Clécio de Brito
Theoretical Economics Letters
Vol.9 No.7
,October 24, 2019
DOI:
10.4236/tel.2019.97165
596
Downloads
1,539
Views
Citations
Exploring the Priced Factors in ICAPM in Japan
(Articles)
Chikashi TSUJI
Modern Economy
Vol.2 No.4
,September 21, 2011
DOI:
10.4236/me.2011.24078
5,171
Downloads
9,279
Views
Citations
Recurrent Support and Relevance Vector Machines Based Model with Application to Forecasting Volatility of Financial Returns
(Articles)
Altaf Hossain
,
Mohammed Nasser
Journal of Intelligent Learning Systems and Applications
Vol.3 No.4
,November 29, 2011
DOI:
10.4236/jilsa.2011.34026
7,248
Downloads
12,615
Views
Citations
Cointegration between Exchange Rate Volatility and Key Macroeconomic Fundamentals: Evidence from Nigeria
(Articles)
Edet Joshua Udoh
,
Sunday Brownson Akpan
,
Daniel Etim John
,
Inimfon Vincent Patrick
Modern Economy
Vol.3 No.7
,November 29, 2012
DOI:
10.4236/me.2012.37108
5,863
Downloads
9,609
Views
Citations
The Empirical Study about Introduction of Stock Index Futures on the Volatility of Spot Market
(Articles)
Guiliang Tian
,
Huixiangzi Zheng
iBusiness
Vol.5 No.3B
,November 8, 2013
DOI:
10.4236/ib.2013.53B024
5,279
Downloads
7,270
Views
Citations
The Link between Output Growth and Real Uncertainty in Greece: A Tool to Speed up Economic Recovery?
(Articles)
Ekaterini Tsouma
Theoretical Economics Letters
Vol.4 No.1
,February 18, 2014
DOI:
10.4236/tel.2014.41015
2,922
Downloads
4,408
Views
Citations
Research on Dynamic Relationship between Exchange Rate and Stock Price—Based on GARCH-in-Mean Model
(Articles)
Weihan Zhang
,
Peijuan Yang
Journal of Service Science and Management
Vol.11 No.6
,December 28, 2018
DOI:
10.4236/jssm.2018.116046
1,136
Downloads
2,623
Views
Citations
Half-Life Volatility Measure of the Returns of Some Cryptocurrencies
(Articles)
Abonongo John
,
Anuwoje Ida Logubayom
,
Raymond Nero
Journal of Financial Risk Management
Vol.8 No.1
,March 13, 2019
DOI:
10.4236/jfrm.2019.81002
1,493
Downloads
3,828
Views
Citations
Modelling Volatility Dynamics of Cryptocurrencies Using GARCH Models
(Articles)
Anthony Ngunyi
,
Simon Mundia
,
Cyprian Omari
Journal of Mathematical Finance
Vol.9 No.4
,October 17, 2019
DOI:
10.4236/jmf.2019.94030
1,310
Downloads
3,395
Views
Citations
Modeling Returns and Volatility Transmission from Crude Oil Prices to Leone-US Dollar Exchange Rate in Sierra Leone: A GARCH Approach with Structural Breaks
(Articles)
Morlai Bangura
,
Thomas Boima
,
Sandy Pessima
,
Isatu Kargbo
Modern Economy
Vol.12 No.3
,March 25, 2021
DOI:
10.4236/me.2021.123029
462
Downloads
1,422
Views
Citations
An Option Valuation Formula for Stochastic Volatility Driven by GARCH Processes
(Articles)
Zhongmin Qian
,
Xingcheng Xu
Journal of Mathematical Finance
Vol.13 No.2
,May 31, 2023
DOI:
10.4236/jmf.2023.132015
150
Downloads
605
Views
Citations
Volatility in High-Frequency Intensive Care Mortality Time Series: Application of Univariate and Multivariate GARCH Models
(Articles)
John L. Moran
,
Patricia J. Solomon
Open Journal of Applied Sciences
Vol.7 No.8
,August 11, 2017
DOI:
10.4236/ojapps.2017.78030
1,341
Downloads
3,341
Views
Citations
Mass Spectrum in the Minimal Supersymmetric 3-3-1 Model
(Articles)
Marcos Cardoso Rodriguez
Journal of Modern Physics
Vol.2 No.10
,October 21, 2011
DOI:
10.4236/jmp.2011.210149
5,792
Downloads
8,733
Views
Citations
Flat Directions and Leptogenesis in a “New”
uv
SSM
(Articles)
Marcos Cardoso Rodriguez
,
Ion Vasile Vancea
Open Access Library Journal
Vol.4 No.4
,April 12, 2017
DOI:
10.4236/oalib.1103405
727
Downloads
1,325
Views
Citations
Volatility Analysis of Web News and Public Attitude by GARCH Model
(Articles)
Pinrui Yu
,
Tianzhen Liu
,
Qian Ding
Psychology
Vol.3 No.8
,August 23, 2012
DOI:
10.4236/psych.2012.38092
4,108
Downloads
6,481
Views
Citations
Semiparametric Estimation of Multivariate GARCH Models
(Articles)
Claudio Morana
Open Journal of Statistics
Vol.5 No.7
,December 30, 2015
DOI:
10.4236/ojs.2015.57083
4,893
Downloads
6,048
Views
Citations
Financial Integration and Portfolio Diversification: Evidence from CIVETS Stock Markets
(Articles)
Kashif Saleem
,
Osama Al-Hares
,
Sheraz Ahmed
Theoretical Economics Letters
Vol.6 No.6
,December 14, 2016
DOI:
10.4236/tel.2016.66121
1,456
Downloads
2,521
Views
Citations
Stock Exchanges Comparison between Mainland China and H.K. Based on the SVL Model
(Articles)
Jiahui Lin
Open Journal of Statistics
Vol.7 No.3
,May 11, 2017
DOI:
10.4236/ojs.2017.73027
1,683
Downloads
4,163
Views
Citations
Accounting and Stock Market Performance in the US: Evidence from Joiners and Leavers
(Articles)
Christos Floros
,
Efthalia Tabouratzi
,
Dimitris Charamis
,
Stella Zounta
Theoretical Economics Letters
Vol.7 No.4
,May 17, 2017
DOI:
10.4236/tel.2017.74050
1,654
Downloads
3,504
Views
Citations
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