Index Future; Spot Market; Volatility; GARCH Model - Articles

Consistency of the 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，April 4, 2018

DOI: 10.4236/jmf.2018.82018 1,090 Downloads 2,195 Views Citations
Analyzing Inflation in the Saudi Arabia: An Empirical Analysis Using GARCH Model (Articles)

Abdelrahman Mohamed Mohamed Saeed

Open Journal of Business and Management Vol.12 No.4，July 22, 2024

DOI: 10.4236/ojbm.2024.124133 88 Downloads 485 Views Citations
Dynamical Model with Application to the Analysis of the Sweet Spot on a Baseball Bat (Articles)

Li Cheng, Zaiqiang Ku

American Journal of Computational Mathematics Vol.5 No.4，December 28, 2015

DOI: 10.4236/ajcm.2015.54040 4,825 Downloads 5,921 Views Citations
Modelling Stochastic Volatility in the Kenyan Securities Market Using Hidden Markov Models (Articles)

Matilda B. Bosire, Samuel Chege Maina

Journal of Financial Risk Management Vol.10 No.3，September 30, 2021

DOI: 10.4236/jfrm.2021.103021 417 Downloads 1,877 Views Citations
A Co-Integration Analysis of the Interdependencies between Crude Oil and Distillate Fuel Prices (Articles)

Jane Aduda, Patrick Weke, Philip Ngare

Journal of Mathematical Finance Vol.8 No.2，May 31, 2018

DOI: 10.4236/jmf.2018.82030 948 Downloads 2,190 Views Citations
VIX and VIX Futures Pricing Algorithms: Cultivating Understanding (Articles)

Hancock G. D’Anne

Modern Economy Vol.3 No.3，May 22, 2012

DOI: 10.4236/me.2012.33038 12,193 Downloads 18,320 Views Citations
Index Fund Factor: The View beyond the Wall (Articles)

Joseph Ojih

Open Journal of Social Sciences Vol.2 No.9，August 27, 2014

DOI: 10.4236/jss.2014.29033 5,631 Downloads 6,763 Views Citations
Macroeconomic Information and the Implied Volatility: Evidence from India VIX (Articles)

Palamalai Srinivasan

Theoretical Economics Letters Vol.7 No.3，April 17, 2017

DOI: 10.4236/tel.2017.73037 1,541 Downloads 2,924 Views Citations
Research on the Influence of Investor Concern on the Market Performance of Coal Listed Companies (Articles)

Hongxia Li, Xu Yang

Open Access Library Journal Vol.6 No.7，July 22, 2019

DOI: 10.4236/oalib.1105497 378 Downloads 939 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 590 Downloads 1,693 Views Citations
Oil Forecasting Using Artificial Intelligence (Articles)

Andreas Karathanasopoulos, Adam Zaremba, Mohammed Osman, Mateusz Mikutowski

Theoretical Economics Letters Vol.9 No.7，September 19, 2019

DOI: 10.4236/tel.2019.97144 742 Downloads 2,794 Views Citations
Risk Spillover Effect and Trading Strategy between Carbon Emission Allowance and Carbon-Neutral Index (Articles)

Zedong Cai, Xuxia Liao, Ruiyang Shi

Open Journal of Social Sciences Vol.11 No.1，January 19, 2023

DOI: 10.4236/jss.2023.111012 153 Downloads 656 Views Citations
Study Based on SNOWNLP Model Mining of Stock Bar Investors’ Emotions on Stock Prices (Articles)

Chenyu Li

Modern Economy Vol.14 No.6，June 30, 2023

DOI: 10.4236/me.2023.146042 205 Downloads 744 Views Citations
Forecasting Crude Oil Price Volatility by Heston Model (Articles)

Patrick Kandege Mwanakatwe, Joanitha Daniel, Kulwa Roberth Nzungu

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

DOI: 10.4236/jmf.2023.133026 243 Downloads 1,202 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 2,467 Downloads 3,490 Views Citations
Price Influence and Volatility Risk Transmission of Non-Ferrous Metals Futures: Situation in China (Articles)

Hui Gao, Zeduo Yu

American Journal of Industrial and Business Management Vol.14 No.10，October 12, 2024

DOI: 10.4236/ajibm.2024.1410063 47 Downloads 262 Views Citations
Interest Rate Volatility: A Consol Rate Approach (Articles)

Vincent Brousseau, Alain Durré

Journal of Mathematical Finance Vol.5 No.1，February 13, 2015

DOI: 10.4236/jmf.2015.51006 4,932 Downloads 6,665 Views Citations
Some Stylized Facts of Short-Term Stock Prices of Selected Nigerian Banks (Articles)

Maruf Ariyo Raheem, Patrick Oseloka Ezepue

Open Journal of Statistics Vol.8 No.1，February 6, 2018

DOI: 10.4236/ojs.2018.81008 1,025 Downloads 2,573 Views Citations
The Bitcoin’s Network Effects Paradox—A Time Series Analysis (Articles)

Ioanna Roussou, Chaido Dritsaki, Emmanouil Stiakakis

Theoretical Economics Letters Vol.9 No.6，August 27, 2019

DOI: 10.4236/tel.2019.96126 745 Downloads 2,415 Views Citations
Dynamic Volatility Spillovers among Green Bonds, Green Stocks and Carbon Markets under the COVID-19: Evidence from China (Articles)

Siya Ye, Haomin Zhang, Qiao Lou

American Journal of Industrial and Business Management Vol.15 No.1，January 21, 2025

DOI: 10.4236/ajibm.2025.151004 64 Downloads 233 Views Citations

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