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

Modeling Seasonal Fractionally Integrated Autoregressive Moving Average-Generalized Autoregressive Conditional Heteroscedasticity Model with Seasonal Level Shift Intervention (Articles)

Lawrence Dhliwayo, Florance Matarise, Charles Chimedza

Open Journal of Statistics Vol.10 No.5，October 27, 2020

DOI: 10.4236/ojs.2020.105047 760 Downloads 2,116 Views Citations
A Unified Stochastic Volatility—Stochastic Correlation Model (Articles)

Xiang Lu, Gunter Meissner, Hong Sherwin

Journal of Mathematical Finance Vol.10 No.4，November 25, 2020

DOI: 10.4236/jmf.2020.104039 659 Downloads 2,425 Views Citations
This article belongs to the Special Issue on Financial Statistics
The Asymmetry of Shanghai Composite Index Volatility—Stochastic Volatility Models Based on GHST Distribution (Articles)

Xu Han, Jihong Kong

Open Journal of Social Sciences Vol.8 No.12，December 28, 2020

DOI: 10.4236/jss.2020.812028 334 Downloads 979 Views Citations
The Idiosyncratic Volatility Puzzle: A Time-Specific Anomaly (Articles)

Xindong Zhang, Jianying Li, Xiaoli Wang, Xiaoxin Hu

Journal of Mathematical Finance Vol.11 No.2，May 31, 2021

DOI: 10.4236/jmf.2021.112017 338 Downloads 1,283 Views Citations
Exponential GARCH Model with Exogenous Covariate for South Sudanese Pounds—USD Exchange Rate Volatility: On the Effects of Conflict on Volatility (Articles)

Abui Peter Kur, Oscar Ngesa, Rachel Sarguta

Journal of Mathematical Finance Vol.11 No.3，August 13, 2021

DOI: 10.4236/jmf.2021.113026 386 Downloads 2,391 Views Citations
The Impact of Relative Exchange Rate Volatility and Other Multidimensional Determinants on FDI in Egypt (Articles)

Abd-El Atti Nadine, Salah Ashraf, Rashid Nagia

American Journal of Industrial and Business Management Vol.11 No.12，December 10, 2021

DOI: 10.4236/ajibm.2021.1112071 551 Downloads 3,319 Views Citations
Fractional Stochastic Volatility Pricing of European Option Based on Self-Adaptive Differential Evolution (Articles)

Yue Hu, Hongling Dong, Le Fu, Jiayang Zhai

Journal of Mathematical Finance Vol.12 No.3，August 25, 2022

DOI: 10.4236/jmf.2022.123029 273 Downloads 1,195 Views Citations
Time Discretized Variational Iteration Method for the Stochastic Volatility Process with Jumps (Articles)

Henrietta Ify Ojarikre, Ebimene James Mamadu

Advances in Pure Mathematics Vol.12 No.11，November 23, 2022

DOI: 10.4236/apm.2022.1211052 166 Downloads 603 Views Citations
Equity Value and Volatility (Articles)

Moon Hoe Lee

Journal of Mathematical Finance Vol.13 No.3，August 29, 2023

DOI: 10.4236/jmf.2023.133025 217 Downloads 897 Views Citations
Yield Curve and the Business Cycle in Conventional Times (Articles)

Roman Šustek

Journal of Mathematical Finance Vol.14 No.1，February 27, 2024

DOI: 10.4236/jmf.2024.141004 149 Downloads 612 Views Citations
Application of Elzaki Transform Method to Market Volatility Using the Black-Scholes Model (Articles)

Henrietta Ify Ojarikre, Ideh Rapheal, Ebimene James Mamadu

Journal of Applied Mathematics and Physics Vol.12 No.3，March 26, 2024

DOI: 10.4236/jamp.2024.123050 130 Downloads 386 Views Citations
Investigating the Impact of Geopolitical Risks and Uncertainty Factors on Bitcoin (Articles)

José Daniel Cardoso Rodrigues, Petros Golitsis, Pavlos Gkasis

Theoretical Economics Letters Vol.14 No.3，June 28, 2024

DOI: 10.4236/tel.2024.143059 229 Downloads 1,715 Views Citations
The Role of Forecasting Exchange Rate Volatility and Its Impact on Inflation in Sierra Leone: Evidence from a GARCH-MIDAS approach (Articles)

Edmund Chijeh Eric Tamuke, Lavinia Olayinka Madleine Kamara

Open Access Library Journal Vol.11 No.9，September 19, 2024

DOI: 10.4236/oalib.1112172 59 Downloads 527 Views Citations
Real Exchange Rates and Inward Foreign Direct Investment in Japan and East Asia and Pacific Region (Articles)

Kiatnarong Wongsamee

Modern Economy Vol.15 No.9，September 20, 2024

DOI: 10.4236/me.2024.159044 81 Downloads 457 Views Citations
Diode Pumped High Peak Power Quasi Q-Switched and Passively Q-Switched Nd:YVO₄ Lasers at 1064 nm and 532 nm using Cr:YAG and KTP crystals (Articles)

Ashraf F. El-Sherif, Mahmoud M. Talat

Optics and Photonics Journal Vol.3 No.1，March 25, 2013

DOI: 10.4236/opj.2013.31009 15,675 Downloads 41,776 Views Citations
Development of High Torque and High Power Density Hybrid Excitation Flux Switching Motor for Traction Drive in Hybrid Electric Vehicles (Articles)

Erwan Sulaiman, Takashi Kosaka

Energy and Power Engineering Vol.5 No.7，September 3, 2013

DOI: 10.4236/epe.2013.57048 6,504 Downloads 9,227 Views Citations
Minimization of Switching Devices and Driver Circuits in Multilevel Inverter (Articles)

S. Jawahar, P. Ramamoorthy

Circuits and Systems Vol.7 No.10，August 29, 2016

DOI: 10.4236/cs.2016.710287 2,728 Downloads 4,624 Views Citations
Analysis of Higher Order System with Impulse Exciting Functions in Z-Domain (Articles)

Branislav Dobrucký, Pavol Štefanec, Mariana Beňová, Oleg V. Chernoyarov, Michal Pokorný

Circuits and Systems Vol.7 No.11，September 30, 2016

DOI: 10.4236/cs.2016.711328 1,455 Downloads 2,421 Views Citations
Performance Evaluation of an Internet Protocol Security (IPSec) Based Multiprotocol Label Switching (MPLS) Virtual Private Network (Articles)

Conrad K. Simatimbe, Smart Charles Lubobya

Journal of Computer and Communications Vol.8 No.9，September 25, 2020

DOI: 10.4236/jcc.2020.89009 757 Downloads 3,411 Views Citations
Event-Triggered Zero-Gradient-Sum Distributed Algorithm for Convex Optimization with Time-Varying Communication Delays and Switching Directed Topologies (Articles)

Lei Ye

Journal of Applied Mathematics and Physics Vol.10 No.4，April 25, 2022

DOI: 10.4236/jamp.2022.104088 204 Downloads 882 Views Citations

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