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DOI
Author
Journal
Affiliation
ISSN
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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
950
Downloads
2,088
Views
Citations
This article belongs to the Special Issue on
Computational Economics and Econometrics
Impact of Macroeconomic Volatility on Stock Market Volatility in Bangladesh
(Articles)
Md. Rafiqul Matin
Journal of Financial Risk Management
Vol.12 No.3
,September 20, 2023
DOI:
10.4236/jfrm.2023.123013
135
Downloads
619
Views
Citations
This article belongs to the Special Issue on
Financial, Operational, and Business Risk
Option Pricing Applications of Quadratic Volatility Models
(Articles)
Srimantoorao. S. Appadoo
,
Aerambamoorthy Thavaneswaran
,
Saman Muthukumarana
Journal of Mathematical Finance
Vol.2 No.2
,May 23, 2012
DOI:
10.4236/jmf.2012.22017
4,608
Downloads
9,164
Views
Citations
Risk Measurement and Performance Evaluation of Equity Funds Based on ARMA-GARCH Family Model
(Articles)
Jingling Yang
,
Guoqiang Tang
,
Duancui Yang
,
Jianwen Zhang
Open Journal of Statistics
Vol.10 No.2
,April 29, 2020
DOI:
10.4236/ojs.2020.102022
501
Downloads
1,224
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
4,449
Downloads
5,530
Views
Citations
Modeling Exchange Rate Volatility: Application of the GARCH and EGARCH Models
(Articles)
Manamba Epaphra
Journal of Mathematical Finance
Vol.7 No.1
,February 6, 2017
DOI:
10.4236/jmf.2017.71007
4,291
Downloads
13,011
Views
Citations
An Empirical Evaluation in GARCH Volatility Modeling: Evidence from the Stockholm Stock Exchange
(Articles)
Chaido Dritsaki
Journal of Mathematical Finance
Vol.7 No.2
,May 19, 2017
DOI:
10.4236/jmf.2017.72020
3,252
Downloads
7,639
Views
Citations
Variable Selection in Finite Mixture of Time-Varying Regression Models
(Articles)
Jing Liu
,
Wanzhou Ye
Advances in Pure Mathematics
Vol.10 No.3
,March 6, 2020
DOI:
10.4236/apm.2020.103007
520
Downloads
1,219
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
4,317
Downloads
6,082
Views
Citations
On the Contribution of the Stochastic Integrals to Econometrics
(Articles)
Lewis N. K. Mambo
,
Rostin M. M. Mabela
,
Isaac K. Kanyama
,
Eugène M. Mbuyi
Applied Mathematics
Vol.10 No.12
,December 23, 2019
DOI:
10.4236/am.2019.1012073
621
Downloads
1,852
Views
Citations
A Review of Price Forecasting Problem and Techniques in Deregulated Electricity Markets
(Articles)
Nitin Singh
,
S. R. Mohanty
Journal of Power and Energy Engineering
Vol.3 No.9
,September 10, 2015
DOI:
10.4236/jpee.2015.39001
6,238
Downloads
9,350
Views
Citations
Financial Time Series Modelling of Trends and Patterns in the Energy Markets
(Articles)
Jane Aduda
,
Patrick Weke
,
Philip Ngare
,
Joseph Mwaniki
Journal of Mathematical Finance
Vol.6 No.2
,May 23, 2016
DOI:
10.4236/jmf.2016.62027
2,860
Downloads
4,534
Views
Citations
Modeling Stock Market Volatility Using GARCH Models: A Case Study of Nairobi Securities Exchange (NSE)
(Articles)
Arfa Maqsood
,
Suboohi Safdar
,
Rafia Shafi
,
Ntato Jeremiah Lelit
Open Journal of Statistics
Vol.7 No.2
,April 30, 2017
DOI:
10.4236/ojs.2017.72026
2,429
Downloads
8,135
Views
Citations
Unravelling the Cipher of Indian Rupee’s Volatility: Testing the Forecasting Efficacy of the Rolling Symmetric and Asymmetric GARCH Models
(Articles)
Shalini Talwar
,
Aparna Bhat
Theoretical Economics Letters
Vol.8 No.6
,April 23, 2018
DOI:
10.4236/tel.2018.86079
632
Downloads
1,430
Views
Citations
This article belongs to the Special Issue on
Computational Economics and Econometrics
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
799
Views
Citations
Using Conditional Extreme Value Theory to Estimate Value-at-Risk for Daily Currency Exchange Rates
(Articles)
Cyprian O. Omari
,
Peter N. Mwita
,
Antony G. Waititu
Journal of Mathematical Finance
Vol.7 No.4
,November 2, 2017
DOI:
10.4236/jmf.2017.74045
1,394
Downloads
5,150
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
461
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
5,978
Downloads
10,028
Views
Citations
A Multiplicative Seasonal ARIMA/GARCH Model in EVN Traffic Prediction
(Articles)
Quang Thanh Tran
,
Zhihua Ma
,
Hengchao Li
,
Li Hao
,
Quang Khai Trinh
Int'l J. of Communications, Network and System Sciences
Vol.8 No.4
,April 2, 2015
DOI:
10.4236/ijcns.2015.84005
4,659
Downloads
6,462
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
5,614
Downloads
8,704
Views
Citations
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