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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
4,384
Downloads
12,557
Views
Citations
Accounting and Stock Market Performance in the US: Evidence from Joiners and Leavers
(Articles)
Christos Floros
,
Efthalia Tabouratzi
,
Dimitris Charamis
,
Stella Zounta
Theoretical Economics Letters
Vol.7 No.4
,May 17, 2017
DOI:
10.4236/tel.2017.74050
1,655
Downloads
3,508
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
3,294
Downloads
7,369
Views
Citations
Dynamic Conditional Correlation between Electricity, Energy (Commodity) and Financial Markets during the Financial Crisis in Greece
(Articles)
Panagiotis G. Papaioannou
,
George P. Papaioannou
,
Akylas Stratigakos
,
Christos Dikaiakos
Journal of Mathematical Finance
Vol.7 No.4
,November 29, 2017
DOI:
10.4236/jmf.2017.74055
1,171
Downloads
2,643
Views
Citations
Evaluating Volatility Forecasts with Ultra-High-Frequency Data—Evidence from the Australian Equity Market
(Articles)
Kai Zhang
,
Lurion De Mello
,
Mehdi Sadeghi
Theoretical Economics Letters
Vol.8 No.1
,January 4, 2018
DOI:
10.4236/tel.2018.81001
1,227
Downloads
2,940
Views
Citations
This article belongs to the Special Issue on
Financial Economics
The Jump Dynamics of the Industry-Specific Nominal Effective Exchange Rate of RMB and the Impact of Major International Currencies on It—An Empirical Study Based on the ARJI Model
(Articles)
Yuqi Wang
Journal of Financial Risk Management
Vol.7 No.1
,March 28, 2018
DOI:
10.4236/jfrm.2018.71005
957
Downloads
1,960
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
953
Downloads
2,315
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
534
Downloads
1,150
Views
Citations
Convergence of a Randomised Change Point Estimator in GARCH Models
(Articles)
George Awiakye-Marfo
,
Joseph Mung’atu
,
Patrick Weke
Journal of Mathematical Finance
Vol.11 No.2
,May 12, 2021
DOI:
10.4236/jmf.2021.112013
299
Downloads
772
Views
Citations
The Predictive Performance of Extreme Value Analysis Based-Models in Forecasting the Volatility of Cryptocurrencies
(Articles)
Cyprian Omari
,
Anthony Ngunyi
Journal of Mathematical Finance
Vol.11 No.3
,August 5, 2021
DOI:
10.4236/jmf.2021.113025
260
Downloads
1,230
Views
Citations
ANN-Time Varying GARCH Model for Processes with Fixed and Random Periodicity
(Articles)
Elias K. Karuiru
,
John Mwaniki Kihoro
,
Thomas Mageto
,
Anthony Gichuhi Waititu
Open Journal of Statistics
Vol.11 No.5
,October 8, 2021
DOI:
10.4236/ojs.2021.115040
148
Downloads
764
Views
Citations
Modeling and Forecast of Ghana’s GDP Using ARIMA-GARCH Model
(Articles)
Dwumah Barbara
,
Chenlong Li
,
Yingchuan Jing
,
Aning Samuel
Open Access Library Journal
Vol.9 No.1
,January 29, 2022
DOI:
10.4236/oalib.1108335
274
Downloads
1,737
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
243
Downloads
1,442
Views
Citations
Using TGARCH-M to Model the Impact of Good News and Bad News on Covid-19 Related Stocks’ Volatilities
(Articles)
Junqi Chen
,
Hui Li
,
Yan Lv
Journal of Financial Risk Management
Vol.11 No.2
,June 30, 2022
DOI:
10.4236/jfrm.2022.112023
264
Downloads
1,519
Views
Citations
ANN-Time Varying GARCH Model: Simulations and Application in Modelling Temperature for Weather Derivatives
(Articles)
Elias K. Karuiru
,
John Mwaniki Kihoro
,
Thomas Mageto
,
Anthony Gichuhi Waititu
Open Journal of Statistics
Vol.12 No.3
,June 30, 2022
DOI:
10.4236/ojs.2022.123027
204
Downloads
754
Views
Citations
A Note on Change Point Detection Using Weighted Least Square
(Articles)
Reza Habibi
Applied Mathematics
Vol.2 No.10
,October 14, 2011
DOI:
10.4236/am.2011.210182
5,540
Downloads
9,237
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
3,349
Downloads
4,413
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
6,260
Downloads
8,906
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
2,463
Downloads
8,003
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
1,024
Downloads
2,101
Views
Citations
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