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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
6,111
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
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
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
446
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
5,951
Downloads
9,970
Views
Citations
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
4,607
Downloads
9,161
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
4,653
Downloads
6,448
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
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
965
Downloads
4,334
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
581
Downloads
1,613
Views
Citations
Multivariate Statistical Analysis of Phyllite Samples Based on Chemical (XRF) and Mineralogical Data by XRD
(Articles)
Eduardo Garzón Garzón
,
Antonio Ruíz-Conde
,
Pedro Jose Sánchez-Soto
American Journal of Analytical Chemistry
Vol.3 No.5
,May 29, 2012
DOI:
10.4236/ajac.2012.35047
6,087
Downloads
10,313
Views
Citations
Multivariate Geostatistical Model for Groundwater Constituents in Texas
(Articles)
Faye Anderson
International Journal of Geosciences
Vol.5 No.13
,December 26, 2014
DOI:
10.4236/ijg.2014.513132
5,251
Downloads
6,611
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
7,223
Downloads
12,846
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
5,833
Downloads
9,880
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
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
2,916
Downloads
4,459
Views
Citations
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