EGARCH - Articles - Scientific Research Publishing

Impact Study of Central Bank Communication to Money Market Benchmark Interest Rate (Articles)

Liping Zhou, Haishan Wu

Open Journal of Social Sciences Vol.4 No.2，February 22, 2016

DOI: 10.4236/jss.2016.42011 3,992 Downloads 5,086 Views Citations
Modeling Exchange Rate Volatility Dynamics of the Great Britain Pound to Ethiopian Birr Using the Semi-Parametric Non-Linear Fuzzy-EGARCH-ANN Model (Articles)

Geleta T. Mohammed, Jane A. Aduda, Ananda O. Kube

Journal of Mathematical Finance Vol.10 No.4，October 23, 2020

DOI: 10.4236/jmf.2020.104035 503 Downloads 1,052 Views Citations
Exponential GARCH Modelling of the Inflation-Inflation Uncertainty Relationship for Ghana (Articles)

Alfred Barimah

Modern Economy Vol.5 No.5，May 20, 2014

DOI: 10.4236/me.2014.55048 4,449 Downloads 5,558 Views Citations
The Role of Trading Volume in Forecasting Market Risk (Articles)

Skander Slim

Journal of Financial Risk Management Vol.5 No.1，March 11, 2016

DOI: 10.4236/jfrm.2016.51004 2,987 Downloads 4,311 Views Citations
Which Model Performs Better While Forecasting Stock Market Volatility? Answer for Dhaka Stock Exchange (DSE) (Articles)

S. M. Abdullah, Mohammod Akbar Kabir, Kawsar Jahan, Salina Siddiqua

Theoretical Economics Letters Vol.8 No.14，October 26, 2018

DOI: 10.4236/tel.2018.814199 733 Downloads 1,757 Views Citations
The Performance of Dividend ETFs: The Study of the Spillover and Leverage Effects (Articles)

Jo-Hui Chen, Dang Trung Kien

Theoretical Economics Letters Vol.9 No.3，March 15, 2019

DOI: 10.4236/tel.2019.93035 704 Downloads 1,242 Views Citations
This article belongs to the Special Issue on Financial Economics
An Empirical Analysis of the Total Retail Sales of Consumer Goods by Using Time Series Model (Articles)

Shichang Shen, Xiaoyi Dong

Journal of Mathematical Finance Vol.9 No.2，May 10, 2019

DOI: 10.4236/jmf.2019.92009 665 Downloads 1,385 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 4,942 Downloads 8,903 Views Citations
Testing the CAPM Theory Based on a New Model for Fama-French 25 Portfolio Returns (Articles)

Liuling Li, Quan Gan, Ziyue Zhuo, Bruce Mizrach

Theoretical Economics Letters Vol.4 No.8，October 22, 2014

DOI: 10.4236/tel.2014.48085 4,107 Downloads 6,087 Views Citations
Analysis of the Effect of Index Futures on Stock Market with a New Fama-French 3-Factor Model (Articles)

Xinyue Bei, Yanjia Yang, Liuling Li, Bruce Mizrach

Theoretical Economics Letters Vol.4 No.9，November 21, 2014

DOI: 10.4236/tel.2014.49095 3,878 Downloads 5,627 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 2,464 Downloads 3,110 Views Citations
Analysis of the Sector of Software & Computer Services with a New Carhart 4-Factor Model (Articles)

Liuling Li, Qingyu Zhu, Yang Mu

Journal of Mathematical Finance Vol.7 No.1，January 20, 2017

DOI: 10.4236/jmf.2017.71004 1,545 Downloads 2,443 Views Citations
Analysis of US Sector of Services with a New Fama-French 5-Factor Model (Articles)

Quan Yang, Liuling Li, Qingyu Zhu, Bruce Mizrach

Applied Mathematics Vol.8 No.9，September 21, 2017

DOI: 10.4236/am.2017.89096 1,434 Downloads 5,183 Views Citations
Does Indian Spot Electricity Price Series Exhibit Inverse-Leverage Effect? (Articles)

G. P. Girish, S. Vijayalakshmi

Theoretical Economics Letters Vol.8 No.3，February 9, 2018

DOI: 10.4236/tel.2018.83017 795 Downloads 1,336 Views Citations
Margin Trading and Securities Lending, Investor Sentiments and the Volatility of Chinese Securities Market (Articles)

Huiting Huang

American Journal of Industrial and Business Management Vol.9 No.3，March 20, 2019

DOI: 10.4236/ajibm.2019.93036 868 Downloads 1,647 Views Citations
Exponential GARCH Model with Exogenous Covariate for South Sudanese Pounds—USD Exchange Rate Volatility: On the Effects of Conflict on Volatility (Articles)

Abui Peter Kur, Oscar Ngesa, Rachel Sarguta

Journal of Mathematical Finance Vol.11 No.3，August 13, 2021

DOI: 10.4236/jmf.2021.113026 82 Downloads 558 Views Citations

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