Asymmetric GARCH - Articles - Scientific Research Publishing

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 3,543 Downloads 4,970 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 3,108 Downloads 7,518 Views Citations
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 2,763 Downloads 9,403 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 1,277 Downloads 6,338 Views Citations
Investigating the Impact of Geopolitical Risks and Uncertainty Factors on Bitcoin (Articles)

José Daniel Cardoso Rodrigues, Petros Golitsis, Pavlos Gkasis

Theoretical Economics Letters Vol.14 No.3，June 28, 2024

DOI: 10.4236/tel.2024.143059 290 Downloads 2,128 Views Citations
Modelling Dependence of Cryptocurrencies Using Copula Garch (Articles)

Eric M. Kimani, Anthony Ngunyi, Joseph K. Mungatu

Journal of Mathematical Finance Vol.13 No.3，August 24, 2023

DOI: 10.4236/jmf.2023.133020 266 Downloads 1,148 Views Citations
Modelling Stock Prices with Exponential Weighted Moving Average (EWMA) (Articles)

Adejumo Wahab Adewuyi

Journal of Mathematical Finance Vol.6 No.1，February 26, 2016

DOI: 10.4236/jmf.2016.61011 6,361 Downloads 10,886 Views Citations
Color Information Encoding Based on Phase-Truncated Gyrator Transform Domain (Articles)

Muhammad Rafiq Abuturab, Tajuddin Ali Ahmad

Int'l J. of Communications, Network and System Sciences Vol.7 No.4，April 15, 2014

DOI: 10.4236/ijcns.2014.74013 3,713 Downloads 5,356 Views Citations
This article belongs to the Special Issue on Communication Cryptography Technology
Measuring Asymmetric Nature of Beta Using a Smooth Linear Transformation (Articles)

Subrata Kumar Mitra

Theoretical Economics Letters Vol.9 No.6，August 29, 2019

DOI: 10.4236/tel.2019.96128 474 Downloads 1,619 Views Citations
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 4,777 Downloads 9,386 Views Citations
A Multiplicative Seasonal ARIMA/GARCH Model in EVN Traffic Prediction (Articles)

Quang Thanh Tran, Zhihua Ma, Hengchao Li, Li Hao, Quang Khai Trinh

Int'l J. of Communications, Network and System Sciences Vol.8 No.4，April 2, 2015

DOI: 10.4236/ijcns.2015.84005 5,059 Downloads 7,094 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 5,886 Downloads 9,151 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 1,071 Downloads 3,232 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 1,127 Downloads 5,434 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 791 Downloads 2,138 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 5,371 Downloads 9,777 Views Citations
Hermitian Symmetry on a Hilbert Space—Its Applications to Some Asymmetric Phenomena (Articles)

Naohito Chino

Natural Science Vol.12 No.5，April 29, 2020

DOI: 10.4236/ns.2020.125020 554 Downloads 1,498 Views Citations
A Computer Program for Dynamic Load Simulation of Spur Gears with Asymmetric and Symmetric Teeth (Articles)

Fatih Karpat, Stephen Ekwaro-Osire, Esin Karpat

World Journal of Mechanics Vol.2 No.5，October 31, 2012

DOI: 10.4236/wjm.2012.25029 6,571 Downloads 11,594 Views Citations
Real Estate Pricing under Two-Sided Asymmetric Information (Articles)

Jeremy Sandford, Paul Shea

Theoretical Economics Letters Vol.3 No.4，July 17, 2013

DOI: 10.4236/tel.2013.34037 4,670 Downloads 7,275 Views Citations
A Simple Theory of Asymmetric Linear Elasticity (Articles)

Zehua Qiu

World Journal of Mechanics Vol.10 No.10，October 13, 2020

DOI: 10.4236/wjm.2020.1010012 937 Downloads 3,481 Views Citations

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