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Affiliation
ISSN
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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
2,423
Downloads
8,114
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
4,604
Downloads
9,156
Views
Citations
Basic Functions for Computational Implementation of the Box-Cox Symmetric Class of Distributions
(Articles)
Giovana Fumes-Ghantous
,
José Eduardo Corrente
Open Journal of Statistics
Vol.11 No.6
,December 16, 2021
DOI:
10.4236/ojs.2021.116059
147
Downloads
757
Views
Citations
Use of Asymmetric Models to Adjust the Vitamin Intake Distribution Data for Older People
(Articles)
José Eduardo Corrente
,
Giovana Fumes
Health
Vol.8 No.9
,June 22, 2016
DOI:
10.4236/health.2016.89092
1,954
Downloads
2,800
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
4,446
Downloads
5,521
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
4,276
Downloads
12,893
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
3,245
Downloads
7,607
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
943
Downloads
2,079
Views
Citations
This article belongs to the Special Issue on
Computational Economics and Econometrics
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
518
Downloads
1,211
Views
Citations
Implementation of the Estimating Functions Approach in Asset Returns Volatility Forecasting Using First Order Asymmetric GARCH Models
(Articles)
Timothy Ndonye Mutunga
,
Ali Salim Islam
,
Luke Akong’o Orawo
Open Journal of Statistics
Vol.5 No.5
,August 19, 2015
DOI:
10.4236/ojs.2015.55047
3,332
Downloads
4,499
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
2,858
Downloads
6,732
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
1,094
Downloads
5,347
Views
Citations
Determination of Asymmetric Dimethylarginine and Symmetric Dimethylarginine in Biological Samples of Mice Using LC/MS/MS
(Articles)
Daisuke Saigusa
,
Mai Takahashi
,
Yoshitomi Kanemitsu
,
Ayako Ishida
,
Takaaki Abe
,
Tohru Yamakuni
,
Naoto Suzuki
,
Yoshihisa Tomioka
American Journal of Analytical Chemistry
Vol.2 No.3
,July 8, 2011
DOI:
10.4236/ajac.2011.23038
5,901
Downloads
12,016
Views
Citations
Transient Response Characteristics of Separated Flow and Heat Transfer in Enlarged Rectangular Channel
(Articles)
Hiroyuki Yoshikawa
,
Shota Shirakura
,
Mizue Munekata
Open Journal of Fluid Dynamics
Vol.2 No.4A
,January 2, 2013
DOI:
10.4236/ojfd.2012.24A033
4,056
Downloads
6,610
Views
Citations
This article belongs to the Special Issue on
Thermophysics and Fluid Science
Testing Bifacial PV Cells in Symmetric and Asymmetric Concentrating CPC Collectors
(Articles)
Gomes João
,
Henrik Davidsson
,
Gruffman Christian
,
Maston Stefan
,
Karlsson Björn
Engineering
Vol.5 No.1B
,January 16, 2013
DOI:
10.4236/eng.2013.51B034
5,866
Downloads
7,952
Views
Citations
Comparison of Two Sample Tests Using Both Relative Efficiency and Power of Test
(Articles)
Edith Uzoma Umeh
,
Nkiru Obioma Eriobu
Open Journal of Statistics
Vol.6 No.2
,April 27, 2016
DOI:
10.4236/ojs.2016.62029
4,354
Downloads
6,290
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
4,310
Downloads
6,062
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
618
Downloads
1,844
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
6,233
Downloads
9,325
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
2,857
Downloads
4,530
Views
Citations
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