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Affiliation
ISSN
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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
2,873
Downloads
6,797
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
1,104
Downloads
5,396
Views
Citations
Do There Exist Nonlinear Phenomena of the Fama-French Six Factors on Stock Returns?—An Empirical Investigation on the Taiwan Stock Market
(Articles)
Yeong-Jia Goo
,
Chien-Wen Wang
Modern Economy
Vol.15 No.4
,April 30, 2024
DOI:
10.4236/me.2024.154021
24
Downloads
73
Views
Citations
The Cross-Section of Stock Returns: An Application of Fama-French Approach to Nepal
(Articles)
Sabin Bikram Panta
,
Niranjan Phuyal
,
Rajesh Sharma
,
Gautam Vora
Modern Economy
Vol.7 No.2
,February 26, 2016
DOI:
10.4236/me.2016.72024
4,103
Downloads
7,596
Views
Citations
Carbon Emissions and Stock Returns: Evidence from the Chinese Pilot Emissions Trading Scheme
(Articles)
Miao Zhang
,
Russell B. Gregory-Allen
Theoretical Economics Letters
Vol.8 No.11
,August 6, 2018
DOI:
10.4236/tel.2018.811136
1,500
Downloads
4,352
Views
Citations
This article belongs to the Special Issue on
Green and Sustainable Economy
Asset Pricing Models and the Performance of European Energy Indices
(Articles)
Georgios Galyfianakis
Theoretical Economics Letters
Vol.14 No.2
,April 7, 2024
DOI:
10.4236/tel.2024.142022
43
Downloads
243
Views
Citations
Model Averaging by Stacking
(Articles)
Claudio Morana
Open Journal of Statistics
Vol.5 No.7
,December 30, 2015
DOI:
10.4236/ojs.2015.57079
5,159
Downloads
6,325
Views
Citations
This article belongs to the Special Issue on
Multivariate Statistical Analysis
Towards Automatic Transformation from UML Model to FSM Model for Web Applications
(Articles)
Xi Wang
,
Huaikou Miao
,
Liang Guo
Journal of Software Engineering and Applications
Vol.1 No.1
,December 9, 2008
DOI:
10.4236/jsea.2008.11010
6,005
Downloads
11,195
Views
Citations
Model Interpretation Development: Analysis Design of Automatic Control System
(Articles)
Guohua Wu
,
Wenning Liu
,
Qiuhua Zheng
,
Zhen Zhang
Journal of Software Engineering and Applications
Vol.2 No.2
,July 15, 2009
DOI:
10.4236/jsea.2009.22017
6,256
Downloads
10,958
Views
Citations
The Models of Investing Schools
(Articles)
Jun’e Liu
,
Lei Chai
,
Zina Xu
Journal of Applied Mathematics and Physics
Vol.4 No.6
,June 16, 2016
DOI:
10.4236/jamp.2016.46113
1,857
Downloads
2,630
Views
Citations
A Small-Size Macroeconometric Model for Pakistan Economy
(Articles)
Muhammad Nadim Hanif
,
Zulfiqar Hyder
,
Muhammad Amin Khan Lodhi
,
Mahmood ul Hassan Khan
,
Irem Batool
Technology and Investment
Vol.2 No.2
,June 3, 2011
DOI:
10.4236/ti.2011.22008
6,698
Downloads
12,812
Views
Citations
Solving Basic Inventory Models Using Excel
(Articles)
Sarbjit Singh
Theoretical Economics Letters
Vol.8 No.11
,August 6, 2018
DOI:
10.4236/tel.2018.811137
2,676
Downloads
10,178
Views
Citations
Application of Markowitz Model to Mongolian Government Budget
(Articles)
Ch. Ankhbayar
,
B. Lkhagvajav
,
N. Tungalag
,
R. Enkhbat
iBusiness
Vol.11 No.3
,September 19, 2019
DOI:
10.4236/ib.2019.113004
733
Downloads
1,694
Views
Citations
NARCCAP Model Skill and Bias for the Southeast United States
(Articles)
Erik D. Kabela
,
Gregory J. Carbone
American Journal of Climate Change
Vol.4 No.1
,March 23, 2015
DOI:
10.4236/ajcc.2015.41009
4,313
Downloads
5,582
Views
Citations
Comparison of Stochastic Models in Forecasting Monthly Streamflow in Rivers: A Case Study of River Nile and Its Tributaries
(Articles)
Mohammed A. Elganiny
,
Alaa Esmaeil Eldwer
Journal of Water Resource and Protection
Vol.8 No.2
,February 5, 2016
DOI:
10.4236/jwarp.2016.82012
5,699
Downloads
7,153
Views
Citations
This article belongs to the Special Issue on
Hydrological Hazards
A Mixed Model Analysis of a Fertilizer Experiment on Oil Palm in Nigeria
(Articles)
Edwin A. Iguodala
,
Eghwerido Joseph Thomas
,
Austin Edokpayi
,
Obilade Titilola
Agricultural Sciences
Vol.7 No.8
,August 16, 2016
DOI:
10.4236/as.2016.78052
2,174
Downloads
3,616
Views
Citations
This article belongs to the Special Issue on
Fruit and Vegetables
Exlog Weighted Sum Model for Long Term Forecasting
(Articles)
Luvsandash Ouyntsetseg
,
Natsagdorj Tungalag
,
Rentsen Enkhbat
iBusiness
Vol.14 No.2
,April 28, 2022
DOI:
10.4236/ib.2022.142003
136
Downloads
697
Views
Citations
Model Transformation Using a Simplified Metamodel
(Articles)
Hongming Liu
,
Xiaoping Jia
Journal of Software Engineering and Applications
Vol.3 No.7
,July 23, 2010
DOI:
10.4236/jsea.2010.37075
6,642
Downloads
11,032
Views
Citations
A Monte Carlo-Based Approach for Groundwater Chemistry Inverse Modeling
(Articles)
Walt W. McNab Jr.
Open Journal of Modern Hydrology
Vol.4 No.4
,September 18, 2014
DOI:
10.4236/ojmh.2014.44011
3,531
Downloads
4,692
Views
Citations
Identification of Failure Years by Modification of Yield Model in Isapur Reservoir, India
(Articles)
Kalpeshkumar M. Sharma
,
Deepak V. Pattewar
,
P. D. Dahe
Journal of Water Resource and Protection
Vol.6 No.16
,November 28, 2014
DOI:
10.4236/jwarp.2014.616138
3,213
Downloads
3,849
Views
Citations
This article belongs to the Special Issue on
Water Policy Research
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