Forecasting; Volatility; Gold Price; Markov Regime Switching - Articles

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 7,400 Downloads 13,113 Views Citations
An Analysis of Gold and US Equity (Articles)

Chikashi Tsuji

Modern Economy Vol.14 No.4，April 30, 2023

DOI: 10.4236/me.2023.144024 142 Downloads 564 Views Citations
A Regime Switching Model for the Term Structure of Credit Risk Spreads (Articles)

Seungmook Choi, Michael D. Marcozzi

Journal of Mathematical Finance Vol.5 No.1，February 13, 2015

DOI: 10.4236/jmf.2015.51005 3,319 Downloads 4,922 Views Citations
Goal Achieving Probabilities of Mean-Variance Strategies in a Market with Regime-Switching Volatility (Articles)

René Ferland, François Watier

Applied Mathematics Vol.13 No.7，July 19, 2022

DOI: 10.4236/am.2022.137038 133 Downloads 589 Views Citations
Dependence Structure of the US Dollar Index and Crude Oil Prices: A Regime-Switching Copula Approach (Articles)

Yuankui Wang, Xiaoquan Ding

Journal of Mathematical Finance Vol.14 No.2，May 15, 2024

DOI: 10.4236/jmf.2024.142009 104 Downloads 562 Views Citations
An Empirical Study on the Pass-Through Effect of RMB Nominal Effective Exchange Rate on Import Price (Articles)

Alin Xia

Modern Economy Vol.8 No.2，January 26, 2017

DOI: 10.4236/me.2017.82012 2,331 Downloads 3,750 Views Citations
The Forecasting Model of Stock Price Based on PCA and BP Neural Network (Articles)

Haoling Zhang

Journal of Financial Risk Management Vol.7 No.4，December 5, 2018

DOI: 10.4236/jfrm.2018.74021 1,636 Downloads 4,183 Views Citations
A Look-Ahead Method for Forecasting the Concrete Price (Articles)

Qing Liu, Minghao Huang, Woon-Seek Lee

Journal of Applied Mathematics and Physics Vol.10 No.5，May 31, 2022

DOI: 10.4236/jamp.2022.105127 215 Downloads 904 Views Citations
Patterns and Pricing of Idiosyncratic Volatility in the French Stock Market (Articles)

Zhentao Liu, Gilbert V. Nartea, Ji Wu

Theoretical Economics Letters Vol.8 No.1，January 29, 2018

DOI: 10.4236/tel.2018.81005 1,039 Downloads 2,179 Views Citations
This article belongs to the Special Issue on Financial Economics
Value Premium and Portfolio Return Regime: Evidence from European Equities (Articles)

Chikashi Tsuji

Modern Economy Vol.9 No.3，March 20, 2018

DOI: 10.4236/me.2018.93028 850 Downloads 1,702 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 3,525 Downloads 8,377 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 1,048 Downloads 2,622 Views Citations
Modelling and Forecasting Unbiased Extreme Value Volatility Estimator: A Study Based on EUR/USD Exchange Rate (Articles)

Dilip Kumar

Theoretical Economics Letters Vol.8 No.9，June 13, 2018

DOI: 10.4236/tel.2018.89102 860 Downloads 1,846 Views Citations
This article belongs to the Special Issue on Financial Modeling
Modelling Stochastic Volatility in the Kenyan Securities Market Using Hidden Markov Models (Articles)

Matilda B. Bosire, Samuel Chege Maina

Journal of Financial Risk Management Vol.10 No.3，September 30, 2021

DOI: 10.4236/jfrm.2021.103021 435 Downloads 1,927 Views Citations
Board Gender Diversity, Earnings Quality and Stock Price Informativeness (Articles)

Yue Gao

American Journal of Industrial and Business Management Vol.8 No.2，February 14, 2018

DOI: 10.4236/ajibm.2018.82018 1,251 Downloads 3,560 Views Citations
Measuring Rice Price Volatility and Its Determinants in Tanzania: An Implication for Price Stabilization Policies (Articles)

Yohana James Mgale, Shauri Timothy, Provident Dimoso

Theoretical Economics Letters Vol.12 No.2，April 24, 2022

DOI: 10.4236/tel.2022.122031 372 Downloads 2,119 Views Citations
VaR-Optimal Risk Management in Regime-Switching Jump-Diffusion Models (Articles)

Alessandro Ramponi

Journal of Mathematical Finance Vol.3 No.1，February 28, 2013

DOI: 10.4236/jmf.2013.31009 5,706 Downloads 9,963 Views Citations
Dynamics of Entrepreneurship under Regime Switching (Articles)

Sha Sun, Jinqiang Yang, Minghui Li

Journal of Mathematical Finance Vol.3 No.3，August 15, 2013

DOI: 10.4236/jmf.2013.33038 3,985 Downloads 6,326 Views Citations
Multi-Period Mean-Variance Portfolio Selection with State-Dependent Exit Probability and Bankruptcy State (Articles)

Yang Wang, Yonghong Wu, Xinguang Zhang

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

DOI: 10.4236/jmf.2019.92008 774 Downloads 1,725 Views Citations
A Comparative Study of ARIMA and Holt-Winters Exponential Smoothing Models for Rice Price Forecasting in Tanzania (Articles)

Yohana James Mgale, Yunxian Yan, Shauri Timothy

Open Access Library Journal Vol.8 No.5，May 8, 2021

DOI: 10.4236/oalib.1107381 1,431 Downloads 7,024 Views Citations

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