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   4,152 Downloads  6,051 Views  Citations

Convergence Rates of Density Estimation in Besov Spaces (Articles)

Huiying Wang

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

DOI: 10.4236/am.2011.210175   3,971 Downloads  6,602 Views  Citations

Review of Trends in State Estimation of Power Distribution Networks (Articles)

Jiawei Zhu, Bhuvana Ramachandran

Journal of Power and Energy Engineering Vol.8 No.8，August 25, 2020

DOI: 10.4236/jpee.2020.88007   167 Downloads  393 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   1,301 Downloads  1,926 Views  Citations

Semiparametric Estimation of Multivariate GARCH Models (Articles)

Claudio Morana

Open Journal of Statistics Vol.5 No.7，December 30, 2015

DOI: 10.4236/ojs.2015.57083   4,471 Downloads  4,933 Views  Citations

Performance Evaluation of Various Functions for Kernel Density Estimation (Articles)

Youngsung Soh, Yongsuk Hae, Aamer Mehmood, Raja Hadi Ashraf, Intaek Kim

Open Journal of Applied Sciences Vol.3 No.1B，January 22, 2013

DOI: 10.4236/ojapps.2013.31B012   3,910 Downloads  6,642 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   2,138 Downloads  2,610 Views  Citations

Concave Group Selection of Nonparameter Additive Accelerated Failure Time Model (Articles)

Ling Zhu

Open Journal of Statistics Vol.11 No.1，February 5, 2021

DOI: 10.4236/ojs.2021.111008   33 Downloads  74 Views  Citations

Analysis of the Meteorological Variables for Puebla City 2011-2012 Applying the Modeling Ion-Wavelets in a Hypothetical Manner (Articles)

Rogelio Ramos-Aguilar, Patricia Máximo-Romero, Blanca Susana Soto-Cruz, Salvador Alcántara-Iniesta, José Guillermo Pérez-Luna

Atmospheric and Climate Sciences Vol.3 No.4，September 6, 2013

DOI: 10.4236/acs.2013.34046   5,827 Downloads  9,511 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   2,010 Downloads  3,542 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   694 Downloads  2,160 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   630 Downloads  950 Views  Citations

Rigidity in Subclasses of Transitive and Mixing Systems (Articles)

Dawoud Ahmadi Dastjerdi, Maliheh Dabbaghian Amiri

Advances in Pure Mathematics Vol.2 No.6，November 29, 2012

DOI: 10.4236/apm.2012.26066   3,131 Downloads  5,249 Views  Citations

Exploring the Priced Factors in ICAPM in Japan (Articles)

Chikashi TSUJI

Modern Economy Vol.2 No.4，September 21, 2011

DOI: 10.4236/me.2011.24078   4,797 Downloads  8,617 Views  Citations

Global Attractor of Two-Dimensional Strong Damping KDV Equation and Its Dimension Estimation (Articles)

Cheng Zhang, Guoguang Lin

Applied Mathematics Vol.5 No.1，December 26, 2013

DOI: 10.4236/am.2014.51002   4,712 Downloads  6,480 Views  Citations

A Research on Interbank Loan Interest Rate Fluctuation Characteristics and the VaR Risk of China’s Commercial Banks (Articles)

Baoqian Wang, Cheng Wang, Xikun Zhang

Modern Economy Vol.3 No.6，October 31, 2012

DOI: 10.4236/me.2012.36097   5,155 Downloads  7,712 Views  Citations

Fitting the Nigeria Stock Market Return Series Using GARCH Models (Articles)

U. Usman, H. M. Auwal, M. A. Abdulmuhyi

Theoretical Economics Letters Vol.7 No.7，December 14, 2017

DOI: 10.4236/tel.2017.77147   578 Downloads  1,222 Views  Citations

Thermophoresis of Carboxylic Nanotubes in Gaseous Atmosphere (Articles)

Aleksey Bubenchikov, Aleksandr Potekaev, Mikhail Bubenchikov, Vladimir Korobitsyn, Ivan Klykov

Advances in Nanoparticles Vol.3 No.1，February 26, 2014

DOI: 10.4236/anp.2014.31006   3,266 Downloads  5,289 Views  Citations

Statistical Data Analyses on Aircraft Accidents in Japan: Occurrences, Causes and Countermeasures (Articles)

Kunimitsu Iwadare, Tatsuo Oyama

American Journal of Operations Research Vol.5 No.3，May 28, 2015

DOI: 10.4236/ajor.2015.53018   3,606 Downloads  4,534 Views  Citations

Investigation of the Behavior of a Jet Issued into Two-Layer Density-Stratified Fluid (Articles)

Shogo Shakouchi, Shota Fukue, Tomomi Uchiyama

Journal of Flow Control, Measurement & Visualization Vol.3 No.1，December 15, 2014

DOI: 10.4236/jfcmv.2015.31001   3,661 Downloads  4,145 Views  Citations