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Climatological Hydric Balance and the Trends Analysis Climatic in the Region of Machado in Minas Gerais State, Brazil
(Articles)
Gustavo Souza Rodrigues
,
Fernando Ferrari Putti
,
Antônio Carlos da Silva
,
Alisson Souza de Oliveira
,
Luís Roberto Almeida Gabriel Filho
American Journal of Climate Change
Vol.7 No.4
,November 8, 2018
DOI:
10.4236/ajcc.2018.74034
763
Downloads
1,626
Views
Citations
General Expressions for the Circular Constant π
(Articles)
Chunyang Ma
Applied Mathematics
Vol.12 No.1
,January 21, 2021
DOI:
10.4236/am.2021.121002
304
Downloads
817
Views
Citations
The Influence of American TV Series on Spoken English from the Perspective of Constructivism
(Articles)
Huiping Ye
,
Jiahui Liu
Open Access Library Journal
Vol.8 No.11
,November 25, 2021
DOI:
10.4236/oalib.1108158
227
Downloads
2,580
Views
Citations
Heterogeneity in the Elastic Half-Space (Deformations at Preparation of the Tectonic Earthquake)
(Articles)
Igor P. Dobrovolsky
Open Access Library Journal
Vol.9 No.7
,July 12, 2022
DOI:
10.4236/oalib.1108714
59
Downloads
251
Views
Citations
Wavelet Density Estimation and Statistical Evidences Role for a GARCH Model in the Weighted Distribution
(Articles)
Mohammad Abbaszadeh
,
Mahdi Emadi
Applied Mathematics
Vol.4 No.2
,February 28, 2013
DOI:
10.4236/am.2013.42061
4,390
Downloads
6,624
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
4,316
Downloads
6,080
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
3,333
Downloads
4,503
Views
Citations
Dynamic Option Pricing Model Based on the Realized-GARCH-NIG Approach
(Articles)
Honglei Zhang
,
Yixiang Tian
,
Gaoxun Zhang
Open Journal of Social Sciences
Vol.4 No.3
,March 15, 2016
DOI:
10.4236/jss.2016.43011
2,419
Downloads
3,340
Views
Citations
Influence of Open-End Funds on Stock Market Volatility-Analysis Based on Shanghai Composite
(Articles)
Na Zhu
American Journal of Industrial and Business Management
Vol.6 No.4
,April 22, 2016
DOI:
10.4236/ajibm.2016.64045
2,601
Downloads
3,470
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
2,866
Downloads
6,759
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
2,427
Downloads
8,131
Views
Citations
Empirical Research on Spillover Effect among Stock, Money and Foreign Exchange Market of China
(Articles)
Yunlong Yu
,
Dong Liao
Modern Economy
Vol.8 No.5
,May 12, 2017
DOI:
10.4236/me.2017.85047
1,887
Downloads
3,681
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
1,098
Downloads
5,366
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
1,011
Downloads
2,171
Views
Citations
Unravelling the Cipher of Indian Rupee’s Volatility: Testing the Forecasting Efficacy of the Rolling Symmetric and Asymmetric GARCH Models
(Articles)
Shalini Talwar
,
Aparna Bhat
Theoretical Economics Letters
Vol.8 No.6
,April 23, 2018
DOI:
10.4236/tel.2018.86079
632
Downloads
1,429
Views
Citations
This article belongs to the Special Issue on
Computational Economics and Econometrics
Limit Theory of Model Order Change-Point Estimator for GARCH Models
(Articles)
Irene W. Irungu
,
Peter N. Mwita
,
Antony G. Waititu
Journal of Mathematical Finance
Vol.8 No.2
,May 28, 2018
DOI:
10.4236/jmf.2018.82027
750
Downloads
1,512
Views
Citations
Currency Portfolio Risk Measurement with Generalized Autoregressive Conditional Heteroscedastic-Extreme Value Theory-Copula Model
(Articles)
Cyprian O. Omari
,
Peter N. Mwita
,
Antony W. Gichuhi
Journal of Mathematical Finance
Vol.8 No.2
,May 31, 2018
DOI:
10.4236/jmf.2018.82029
1,158
Downloads
2,581
Views
Citations
How Are Structural Breaks Related to Stock Return Volatility Persistence? Evidence from China and Japan
(Articles)
Chikashi Tsuji
Modern Economy
Vol.9 No.10
,October 18, 2018
DOI:
10.4236/me.2018.910102
636
Downloads
1,535
Views
Citations
Estimating GARCH Modeling Using Metropolis-Hastings Method in R
(Articles)
Min Wang
,
Yunshun Wu
Open Journal of Statistics
Vol.8 No.6
,December 20, 2018
DOI:
10.4236/ojs.2018.86062
983
Downloads
2,248
Views
Citations
Application of the Improved Generalized Autoregressive Conditional Heteroskedast Model Based on the Autoregressive Integrated Moving Average Model in Data Analysis
(Articles)
Qi Yang
,
Yishu Wang
Open Journal of Statistics
Vol.9 No.5
,September 6, 2019
DOI:
10.4236/ojs.2019.95036
510
Downloads
1,455
Views
Citations
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