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ISSN
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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
5,147
Downloads
9,363
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
4,870
Downloads
6,112
Views
Citations
Modelling Dependence of Cryptocurrencies Using Copula Garch
(Articles)
Eric M. Kimani
,
Anthony Ngunyi
,
Joseph K. Mungatu
Journal of Mathematical Finance
Vol.13 No.3
,August 24, 2023
DOI:
10.4236/jmf.2023.133020
91
Downloads
447
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
1,329
Downloads
3,468
Views
Citations
A Research on Interbank Loan Interest Rate Fluctuation Characteristics and the VaR Risk of China’s Commercial Banks
(Articles)
Baoqian Wang
,
Cheng Wang
,
Xikun Zhang
Modern Economy
Vol.3 No.6
,October 31, 2012
DOI:
10.4236/me.2012.36097
5,610
Downloads
8,694
Views
Citations
Fitting the Nigeria Stock Market Return Series Using GARCH Models
(Articles)
U. Usman
,
H. M. Auwal
,
M. A. Abdulmuhyi
Theoretical Economics Letters
Vol.7 No.7
,December 14, 2017
DOI:
10.4236/tel.2017.77147
945
Downloads
2,780
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
5,263
Downloads
7,434
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
2,944
Views
Citations
Reinvestigation of the Interaction between the RMB Onshore and Offshore Markets: An Empirical Analysis Based on Hourly Data
(Articles)
Zijiao Wang
,
Qunyong Wang
Modern Economy
Vol.8 No.12
,December 12, 2017
DOI:
10.4236/me.2017.812100
1,008
Downloads
2,164
Views
Citations
Empirical Evidence of Associations and Similarities between the National Equity Markets Indexes and Crude Oil Prices in the International Market
(Articles)
Andre Assis de Salles
,
Maria Eduarda Silva
,
Paulo Teles
Open Journal of Business and Management
Vol.10 No.1
,January 7, 2022
DOI:
10.4236/ojbm.2022.101010
142
Downloads
794
Views
Citations
Study Based on SNOWNLP Model Mining of Stock Bar Investors’ Emotions on Stock Prices
(Articles)
Chenyu Li
Modern Economy
Vol.14 No.6
,June 30, 2023
DOI:
10.4236/me.2023.146042
101
Downloads
418
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
1,675
Downloads
4,223
Views
Citations
Quantification of GARCH (1, 1) Model Misspecification with Three Known Assumed Error Term Distributions
(Articles)
Zonia Chandre Stiglingh
,
Modisane Bennett Seitshiro
Journal of Financial Risk Management
Vol.11 No.3
,August 11, 2022
DOI:
10.4236/jfrm.2022.113026
170
Downloads
1,411
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
4,086
Downloads
6,636
Views
Citations
Composite Likelihood for Bilinear GARCH Model
(Articles)
Abdelhalim Bouchemella
,
Fatima Zahra Benmostefa
Applied Mathematics
Vol.5 No.15
,August 14, 2014
DOI:
10.4236/am.2014.515225
4,447
Downloads
5,523
Views
Citations
Consistency of the 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
,April 4, 2018
DOI:
10.4236/jmf.2018.82018
1,039
Downloads
2,087
Views
Citations
Volatility Prediction: A Study with Structural Breaks
(Articles)
Dilip Kumar
Theoretical Economics Letters
Vol.8 No.6
,April 23, 2018
DOI:
10.4236/tel.2018.86080
945
Downloads
2,081
Views
Citations
This article belongs to the Special Issue on
Computational Economics and Econometrics
Selection of Heteroscedastic Models: A Time Series Forecasting Approach
(Articles)
Imoh Udo Moffat
,
Emmanuel Alphonsus Akpan
Applied Mathematics
Vol.10 No.5
,May 23, 2019
DOI:
10.4236/am.2019.105024
745
Downloads
2,106
Views
Citations
Application of the Improved Generalized Autoregressive Conditional Heteroskedast Model Based on the Autoregressive Integrated Moving Average Model in Data Analysis
(Articles)
Qi Yang
,
Yishu Wang
Open Journal of Statistics
Vol.9 No.5
,September 6, 2019
DOI:
10.4236/ojs.2019.95036
507
Downloads
1,444
Views
Citations
Test of Ordered Multivariate Discrete Selection Model for Average Life Expectancy
(Articles)
Jiwei Liu
Journal of Applied Mathematics and Physics
Vol.10 No.2
,February 10, 2022
DOI:
10.4236/jamp.2022.102020
118
Downloads
421
Views
Citations
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