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

Forecasting Volatility of Gold Price Using Markov Regime Switching and Trading Strategy (Articles)

Nop Sopipan, Pairote Sattayatham, Bhusana Premanode

Journal of Mathematical Finance Vol.2 No.1，February 28, 2012

DOI: 10.4236/jmf.2012.21014 9,553 Downloads 22,255 Views Citations
An Analysis of the Jonsei and Purchase Prices in the Korean Housing Market (Articles)

Gieyoung Lim

Modern Economy Vol.6 No.1，January 14, 2015

DOI: 10.4236/me.2015.61007 3,040 Downloads 3,857 Views Citations
Regime-Switching Model on Hourly Electricity Spot Price Dynamics (Articles)

Samuel Asante Gyamerah, Philip Ngare

Journal of Mathematical Finance Vol.8 No.1，February 7, 2018

DOI: 10.4236/jmf.2018.81008 901 Downloads 1,944 Views Citations
The Stochastic Volatility Model, Regime Switching and Value-at-Risk (VaR) in International Equity Markets (Articles)

Ata Assaf

Journal of Mathematical Finance Vol.7 No.2，May 31, 2017

DOI: 10.4236/jmf.2017.72026 1,940 Downloads 4,550 Views Citations
Legacy of the Asian Currency Crisis: The Case of Korea (Articles)

Jangryoul Kim, Gieyoung Lim

Modern Economy Vol.3 No.8，December 31, 2012

DOI: 10.4236/me.2012.38118 4,021 Downloads 5,732 Views Citations
Pricing and Hedging in Stochastic Volatility Regime Switching Models (Articles)

Stéphane Goutte

Journal of Mathematical Finance Vol.3 No.1，February 26, 2013

DOI: 10.4236/jmf.2013.31006 4,986 Downloads 8,812 Views Citations
The Present Value Model Revisited: An Application to the Italian Price-Rent Ratio (Articles)

Jan R. Kim, Gieyoung Lim

Modern Economy Vol.6 No.6，June 26, 2015

DOI: 10.4236/me.2015.66069 3,589 Downloads 4,510 Views Citations
Optimal Generator Portfolio in Day-Ahead Market under Uncertain Carbon Tax Policy (Articles)

Shengyuan Chen, Ming Zhao

American Journal of Operations Research Vol.1 No.4，December 5, 2011

DOI: 10.4236/ajor.2011.14031 4,383 Downloads 7,839 Views Citations
Option Pricing and Hedging for Discrete Time Regime-Switching Models (Articles)

Bruno Rémillard, Alexandre Hocquard, Hugo Lamarre, Nicolas Papageorgiou

Modern Economy Vol.8 No.8，August 4, 2017

DOI: 10.4236/me.2017.88070 1,388 Downloads 2,591 Views Citations
This article belongs to the Special Issue on Econometrics
Markov-Switching Time-Varying Copula Modeling of Dependence Structure between Oil and GCC Stock Markets (Articles)

Heni Boubaker, Nadia Sghaier

Open Journal of Statistics Vol.6 No.4，July 29, 2016

DOI: 10.4236/ojs.2016.64048 2,659 Downloads 4,895 Views Citations
Is the Great Moderation Ending?——UK and US Evidence (Articles)

Giorgio Canarella, Wen-Shwo Fang, Stephen M. Miller, Stephen K. Pollard

Modern Economy Vol.1 No.1，June 7, 2010

DOI: 10.4236/me.2010.11002 4,607 Downloads 8,878 Views Citations
Bayesian Markov Regime-Switching Models for Cointegration (Articles)

Kai Cui, Wenshan Cui

Applied Mathematics Vol.3 No.12，December 14, 2012

DOI: 10.4236/am.2012.312259 7,206 Downloads 11,337 Views Citations
Identification and Estimation of Gaussian Affine Term Structure Models with Regime Switching (Articles)

Gang Wang

Journal of Mathematical Finance Vol.4 No.3，April 22, 2014

DOI: 10.4236/jmf.2014.43014 4,732 Downloads 6,623 Views Citations
Measuring and Comparing the Value-at-Risk Using GARCH and CARR Models for CSI 300 Index (Articles)

Chunchou Wu

Theoretical Economics Letters Vol.8 No.6，April 23, 2018

DOI: 10.4236/tel.2018.86078 1,004 Downloads 4,582 Views Citations
This article belongs to the Special Issue on Computational Economics and Econometrics
A Markov Model for Human Resources Supply Forecast Dividing the HR System into Subgroups (Articles)

Rachid Belhaj, Mohamed Tkiouat

Journal of Service Science and Management Vol.6 No.3，August 6, 2013

DOI: 10.4236/jssm.2013.63023 19,654 Downloads 32,001 Views Citations
Volatility Forecasting and Volatility Risk Premium (Articles)

Jingfei Cheng

Journal of Applied Mathematics and Physics Vol.3 No.1，January 28, 2015

DOI: 10.4236/jamp.2015.31014 6,687 Downloads 8,442 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 1,246 Downloads 3,042 Views Citations
This article belongs to the Special Issue on Financial Economics
The Commodity Price and Exchange Rate Dynamics (Articles)

Liping Zou, Boliang Zheng, Xiaoming Li

Theoretical Economics Letters Vol.7 No.6，October 20, 2017

DOI: 10.4236/tel.2017.76120 1,561 Downloads 4,466 Views Citations
This article belongs to the Special Issue on International Trade, Business Environments, and Regulations
Testing for the Asymmetric Impacts of Gold Price on India and South Africa Stock Market: An Asymmetric ARDL Model Approach (Articles)

Sharif Bakar Kombo

Open Journal of Business and Management Vol.10 No.3，May 9, 2022

DOI: 10.4236/ojbm.2022.103059 150 Downloads 768 Views Citations
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 7,281 Downloads 12,758 Views Citations

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