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ISSN
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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
9,462
Downloads
22,722
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
3,014
Downloads
3,880
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
869
Downloads
1,875
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
1,872
Downloads
4,457
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
3,980
Downloads
5,660
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
4,936
Downloads
8,873
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
3,562
Downloads
4,546
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
4,345
Downloads
7,814
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
1,355
Downloads
2,594
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
2,383
Downloads
4,694
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
4,544
Downloads
8,879
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
7,127
Downloads
11,370
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
4,704
Downloads
6,630
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
968
Downloads
4,356
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
19,532
Downloads
36,496
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
6,660
Downloads
8,596
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
1,207
Downloads
3,059
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
1,484
Downloads
4,409
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
135
Downloads
692
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
7,229
Downloads
12,860
Views
Citations
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