GARCH Models - Articles - Scientific Research Publishing

Confidence Level Estimator of Cosmological Parameters (Articles)

G. Sironi

Journal of Modern Physics Vol.3 No.9A，September 28, 2012

DOI: 10.4236/jmp.2012.329157 6,698 Downloads 9,185 Views Citations
This article belongs to the Special Issue on Gravitation, Astrophysics and Cosmology
Mathematical Modelling of the Micromicetes Colonies Growth Applying the Diffusion Equation (Articles)

Albina R. Idiyatullina, Liya L. Vodopyanova, Vladimir V. Vodopyanov

Advances in Microbiology Vol.3 No.8A，December 13, 2013

DOI: 10.4236/aim.2013.38A002 2,954 Downloads 4,858 Views Citations
This article belongs to the Special Issue on Fungi
The Calibration of Some Stochastic Volatility Models Used in Mathematical Finance (Articles)

Lorella Fatone, Francesca Mariani, Maria Cristina Recchioni, Francesco Zirilli

Open Journal of Applied Sciences Vol.4 No.2，February 20, 2014

DOI: 10.4236/ojapps.2014.42004 7,310 Downloads 10,937 Views Citations
A Birth Cohort Analysis of First Employment Spells (Articles)

Luke Ignaczak

Applied Mathematics Vol.5 No.11，June 20, 2014

DOI: 10.4236/am.2014.511159 2,508 Downloads 3,480 Views Citations
This article belongs to the Special Issue on Survival Analysis
Health-Related Physical Fitness in Female Models (Articles)

Salime Donida Chedid Lisboa, Rodrigo Sudatti Delevatti, Ana Carolina Kanitz, Thais Reichert, Cláudia Gomes Bracht, Alexandra Ferreira Vieira, Luiz Fernando Martins Kruel

Health Vol.8 No.2，January 29, 2016

DOI: 10.4236/health.2016.82019 4,809 Downloads 6,395 Views Citations
This article belongs to the Special Issue on Sports and Health
Study of University Dropout Reason Based on Survival Model (Articles)

Juan C. Juajibioy

Open Journal of Statistics Vol.6 No.5，October 24, 2016

DOI: 10.4236/ojs.2016.65075 1,758 Downloads 3,009 Views Citations
A Note on Change Point Detection Using Weighted Least Square (Articles)

Reza Habibi

Applied Mathematics Vol.2 No.10，October 14, 2011

DOI: 10.4236/am.2011.210182 5,627 Downloads 9,446 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 4,484 Downloads 6,814 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 3,455 Downloads 4,665 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
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 2,695 Downloads 3,666 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 2,996 Downloads 7,031 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 1,988 Downloads 3,734 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 1,207 Downloads 5,940 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 1,087 Downloads 2,253 Views Citations
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 803 Downloads 1,664 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 1,267 Downloads 2,776 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 684 Downloads 1,698 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 1,063 Downloads 2,505 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 807 Downloads 2,293 Views Citations

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