Login
Login
切换导航
Home
Articles
Journals
Books
News
About
Services
Submit
Home
Journal
Articles
Journals A-Z
Browse Subjects
Biomedical & Life Sci.
Business & Economics
Chemistry & Materials Sci.
Computer Sci. & Commun.
Earth & Environmental Sci.
Engineering
Medicine & Healthcare
Physics & Mathematics
Social Sci. & Humanities
Browse Subjects
Biomedical & Life Sciences
Business & Economics
Chemistry & Materials Science
Computer Science & Communications
Earth & Environmental Sciences
Engineering
Medicine & Healthcare
Physics & Mathematics
Social Sciences & Humanities
Publish with us
Paper Submission
Information for Authors
Peer-Review Resources
Open Special Issues
Open Access Statement
Frequently Asked Questions
Publish with us
Paper Submission
Information for Authors
Peer-Review Resources
Open Special Issues
Open Access Statement
Frequently Asked Questions
Follow SCIRP
Contact us
+1 323-425-8868
customer@scirp.org
+86 18163351462(WhatsApp)
1655362766
Paper Publishing WeChat
Complete Matching
Editorial Board
Show/Hide Options
Show/Hide Options
All
Title
Abstract
Keywords
DOI
Author
Journal
Affiliation
ISSN
Subject
Dynamic Option Pricing Model Based on the Realized-GARCH-NIG Approach
(Articles)
Honglei Zhang
,
Yixiang Tian
,
Gaoxun Zhang
Open Journal of Social Sciences
Vol.4 No.3
,March 15, 2016
DOI:
10.4236/jss.2016.43011
2,419
Downloads
3,339
Views
Citations
Influence of Open-End Funds on Stock Market Volatility-Analysis Based on Shanghai Composite
(Articles)
Na Zhu
American Journal of Industrial and Business Management
Vol.6 No.4
,April 22, 2016
DOI:
10.4236/ajibm.2016.64045
2,601
Downloads
3,469
Views
Citations
Wavelet Density Estimation and Statistical Evidences Role for a GARCH Model in the Weighted Distribution
(Articles)
Mohammad Abbaszadeh
,
Mahdi Emadi
Applied Mathematics
Vol.4 No.2
,February 28, 2013
DOI:
10.4236/am.2013.42061
4,389
Downloads
6,623
Views
Citations
Modeling Exchange Rate Dynamics in Egypt: Observed and Unobserved Volatility
(Articles)
Dina Rofael
,
Rana Hosni
Modern Economy
Vol.6 No.1
,January 14, 2015
DOI:
10.4236/me.2015.61006
4,314
Downloads
6,076
Views
Citations
A New Fama-French 5-Factor Model Based on SSAEPD Error and GARCH-Type Volatility
(Articles)
Wentao Zhou
,
Liuling Li
Journal of Mathematical Finance
Vol.6 No.5
,November 16, 2016
DOI:
10.4236/jmf.2016.65050
2,860
Downloads
6,747
Views
Citations
Empirical Research on Spillover Effect among Stock, Money and Foreign Exchange Market of China
(Articles)
Yunlong Yu
,
Dong Liao
Modern Economy
Vol.8 No.5
,May 12, 2017
DOI:
10.4236/me.2017.85047
1,887
Downloads
3,681
Views
Citations
Analysis of 48 US Industry Portfolios with a New Fama-French 5-Factor Model
(Articles)
Liuling Li
,
Xiao Rao
,
Wentao Zhou
,
Bruce Mizrach
Applied Mathematics
Vol.8 No.11
,November 30, 2017
DOI:
10.4236/am.2017.811122
1,097
Downloads
5,364
Views
Citations
Limit Theory of Model Order Change-Point Estimator for GARCH Models
(Articles)
Irene W. Irungu
,
Peter N. Mwita
,
Antony G. Waititu
Journal of Mathematical Finance
Vol.8 No.2
,May 28, 2018
DOI:
10.4236/jmf.2018.82027
750
Downloads
1,511
Views
Citations
Currency Portfolio Risk Measurement with Generalized Autoregressive Conditional Heteroscedastic-Extreme Value Theory-Copula Model
(Articles)
Cyprian O. Omari
,
Peter N. Mwita
,
Antony W. Gichuhi
Journal of Mathematical Finance
Vol.8 No.2
,May 31, 2018
DOI:
10.4236/jmf.2018.82029
1,157
Downloads
2,577
Views
Citations
How Are Structural Breaks Related to Stock Return Volatility Persistence? Evidence from China and Japan
(Articles)
Chikashi Tsuji
Modern Economy
Vol.9 No.10
,October 18, 2018
DOI:
10.4236/me.2018.910102
635
Downloads
1,532
Views
Citations
Estimating GARCH Modeling Using Metropolis-Hastings Method in R
(Articles)
Min Wang
,
Yunshun Wu
Open Journal of Statistics
Vol.8 No.6
,December 20, 2018
DOI:
10.4236/ojs.2018.86062
982
Downloads
2,245
Views
Citations
Empirical Analysis of VDAX and VSTOXX as Major Volatility Indices in the EU Including Forecasting Tools
(Articles)
Ernst J. Fahling
,
Elmar Steurer
,
Manuel Ulbig
,
Burkhard Bamberger
Journal of Financial Risk Management
Vol.8 No.4
,December 31, 2019
DOI:
10.4236/jfrm.2019.84022
746
Downloads
1,840
Views
Citations
Research on Pricing of Shanghai 50ETF Options Based on Fractal B-S Model and GARCH Model
(Articles)
Wanting Hu
Modern Economy
Vol.11 No.2
,February 20, 2020
DOI:
10.4236/me.2020.112031
792
Downloads
1,864
Views
Citations
Modelling and Forecasting of Crude Oil Price Volatility Comparative Analysis of Volatility Models
(Articles)
Faith Wacuka Ng’ang’a
,
Meleah Oleche
Journal of Financial Risk Management
Vol.11 No.1
,March 15, 2022
DOI:
10.4236/jfrm.2022.111008
404
Downloads
3,940
Views
Citations
An Empirical Analysis of the Correlation of Agricultural Sectors in the Chinese Stock Market Based on the DCC-GARCH Model
(Articles)
Simin Wu
,
Zahayu Md. Yusof
,
Masnita Misiran
Journal of Mathematical Finance
Vol.14 No.1
,December 19, 2023
DOI:
10.4236/jmf.2024.141001
65
Downloads
292
Views
Citations
Pseudodistance Methods Using Simultaneously Sample Observations and Nearest Neighbour Distance Observations for Continuous Multivariate Models
(Articles)
Andrew Luong
Open Journal of Statistics
Vol.9 No.4
,August 13, 2019
DOI:
10.4236/ojs.2019.94030
421
Downloads
941
Views
Citations
The Method for Optimum Estimation of COVID-19 Variant Type Virus Infection Status Analysis by the Multivariate Analysis Considering the Environmental Variability Impact in Japan
(Articles)
Eiji Toma
,
Yukinori Kobayashi
Journal of Applied Mathematics and Physics
Vol.10 No.2
,February 23, 2022
DOI:
10.4236/jamp.2022.102033
364
Downloads
1,170
Views
Citations
R-Factor Analysis of Data Based on Population Models Comprising R- and Q-Factors Leads to Biased Loading Estimates
(Articles)
André Beauducel
Open Journal of Statistics
Vol.14 No.1
,February 9, 2024
DOI:
10.4236/ojs.2024.141002
143
Downloads
461
Views
Citations
Prediction of Early Rebleeding and Mortality after Acute Esophageal Variceal Hemorrhage among Yemeni Patients in Major Hospitals—Sana’a
(Articles)
Arege Yahya Hunaysh
Open Journal of Gastroenterology
Vol.6 No.8
,August 23, 2016
DOI:
10.4236/ojgas.2016.68027
1,859
Downloads
3,278
Views
Citations
Modelling Stock Prices with Exponential Weighted Moving Average (EWMA)
(Articles)
Adejumo Wahab Adewuyi
Journal of Mathematical Finance
Vol.6 No.1
,February 26, 2016
DOI:
10.4236/jmf.2016.61011
5,954
Downloads
9,996
Views
Citations
<
1
2
3
...
>
Follow SCIRP
Contact us
+1 323-425-8868
customer@scirp.org
+86 18163351462(WhatsApp)
1655362766
Paper Publishing WeChat
Free SCIRP Newsletters
Home
Journals A-Z
Subject
Books
Sitemap
Contact Us
About SCIRP
Publication Fees
For Authors
Peer-Review Issues
Special Issues
News
Service
Manuscript Tracking System
Subscription
Translation & Proofreading
FAQ
Volume & Issue
Policies
Open Access
Publication Ethics
Preservation
Retraction
Privacy Policy
Copyright © 2006-2024 Scientific Research Publishing Inc. All Rights Reserved.
Top