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Option Pricing Applications of Quadratic Volatility Models
(Articles)
Srimantoorao. S. Appadoo
,
Aerambamoorthy Thavaneswaran
,
Saman Muthukumarana
Journal of Mathematical Finance
Vol.2 No.2
,May 23, 2012
DOI:
10.4236/jmf.2012.22017
4,133
Downloads
8,138
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
3,758
Downloads
4,720
Views
Citations
On the Contribution of the Stochastic Integrals to Econometrics
(Articles)
Lewis N. K. Mambo
,
Rostin M. M. Mabela
,
Isaac K. Kanyama
,
Eugène M. Mbuyi
Applied Mathematics
Vol.10 No.12
,December 23, 2019
DOI:
10.4236/am.2019.1012073
318
Downloads
602
Views
Citations
Modeling Exchange Rate Volatility: Application of the GARCH and EGARCH Models
(Articles)
Manamba Epaphra
Journal of Mathematical Finance
Vol.7 No.1
,February 6, 2017
DOI:
10.4236/jmf.2017.71007
2,846
Downloads
5,586
Views
Citations
An Empirical Evaluation in GARCH Volatility Modeling: Evidence from the Stockholm Stock Exchange
(Articles)
Chaido Dritsaki
Journal of Mathematical Finance
Vol.7 No.2
,May 19, 2017
DOI:
10.4236/jmf.2017.72020
2,140
Downloads
3,200
Views
Citations
Volatility Prediction: A Study with Structural Breaks
(Articles)
Dilip Kumar
Theoretical Economics Letters
Vol.8 No.6
,April 23, 2018
DOI:
10.4236/tel.2018.86080
570
Downloads
1,017
Views
Citations
This article belongs to the Special Issue on
Computational Economics and Econometrics
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
1,813
Downloads
3,716
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
406
Downloads
741
Views
Citations
This article belongs to the Special Issue on
Computational Economics and Econometrics
A Review of Price Forecasting Problem and Techniques in Deregulated Electricity Markets
(Articles)
Nitin Singh
,
S. R. Mohanty
Journal of Power and Energy Engineering
Vol.3 No.9
,September 10, 2015
DOI:
10.4236/jpee.2015.39001
5,398
Downloads
6,949
Views
Citations
Financial Time Series Modelling of Trends and Patterns in the Energy Markets
(Articles)
Jane Aduda
,
Patrick Weke
,
Philip Ngare
,
Joseph Mwaniki
Journal of Mathematical Finance
Vol.6 No.2
,May 23, 2016
DOI:
10.4236/jmf.2016.62027
2,519
Downloads
3,545
Views
Citations
Volatility in High-Frequency Intensive Care Mortality Time Series: Application of Univariate and Multivariate GARCH Models
(Articles)
John L. Moran
,
Patricia J. Solomon
Open Journal of Applied Sciences
Vol.7 No.8
,August 11, 2017
DOI:
10.4236/ojapps.2017.78030
933
Downloads
2,098
Views
Citations
Stock Exchanges Comparison between Mainland China and H.K. Based on the SVL Model
(Articles)
Jiahui Lin
Open Journal of Statistics
Vol.7 No.3
,May 11, 2017
DOI:
10.4236/ojs.2017.73027
1,323
Downloads
1,981
Views
Citations
Composite Likelihood for Bilinear GARCH Model
(Articles)
Abdelhalim Bouchemella
,
Fatima Zahra Benmostefa
Applied Mathematics
Vol.5 No.15
,August 14, 2014
DOI:
10.4236/am.2014.515225
4,130
Downloads
4,765
Views
Citations
Variable Selection in Finite Mixture of Time-Varying Regression Models
(Articles)
Jing Liu
,
Wanzhou Ye
Advances in Pure Mathematics
Vol.10 No.3
,March 6, 2020
DOI:
10.4236/apm.2020.103007
234
Downloads
412
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
568
Downloads
1,912
Views
Citations
This article belongs to the Special Issue on
Computational Economics and Econometrics
Growth and Volatility: An Analysis for the Brazilian Economy
(Articles)
Elano Ferreira Arruda
,
Felipe de Sousa Bastos
,
Pablo Urano de Carvalho Castelar
,
Fernando Marques Mansilla
,
Antônio Clécio de Brito
Theoretical Economics Letters
Vol.9 No.7
,October 24, 2019
DOI:
10.4236/tel.2019.97165
278
Downloads
490
Views
Citations
Selection of Heteroscedastic Models: A Time Series Forecasting Approach
(Articles)
Imoh Udo Moffat
,
Emmanuel Alphonsus Akpan
Applied Mathematics
Vol.10 No.5
,May 23, 2019
DOI:
10.4236/am.2019.105024
461
Downloads
805
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
757
Downloads
1,533
Views
Citations
This article belongs to the Special Issue on
Financial Economics
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
6,658
Downloads
11,531
Views
Citations
Cointegration between Exchange Rate Volatility and Key Macroeconomic Fundamentals: Evidence from Nigeria
(Articles)
Edet Joshua Udoh
,
Sunday Brownson Akpan
,
Daniel Etim John
,
Inimfon Vincent Patrick
Modern Economy
Vol.3 No.7
,November 29, 2012
DOI:
10.4236/me.2012.37108
5,224
Downloads
8,278
Views
Citations
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