ARMA- & GARCH- & ARX-Testing Model - Articles - Scientific Research Publishing

Empirical Analysis of VDAX and VSTOXX as Major Volatility Indices in the EU Including Forecasting Tools (Articles)

Ernst J. Fahling, Elmar Steurer, Manuel Ulbig, Burkhard Bamberger

Journal of Financial Risk Management Vol.8 No.4，December 31, 2019

DOI: 10.4236/jfrm.2019.84022 849 Downloads 2,095 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 7,381 Downloads 13,048 Views Citations
Risk Measurement and Performance Evaluation of Equity Funds Based on ARMA-GARCH Family Model (Articles)

Jingling Yang, Guoqiang Tang, Duancui Yang, Jianwen Zhang

Open Journal of Statistics Vol.10 No.2，April 29, 2020

DOI: 10.4236/ojs.2020.102022 626 Downloads 1,390 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 195 Downloads 836 Views Citations
Diabetic diagnose test based on PPG signal and identification system (Articles)

Hadis Karimipour, Heydar Toossian Shandiz, Edmond Zahedi

Journal of Biomedical Science and Engineering Vol.2 No.6，October 27, 2009

DOI: 10.4236/jbise.2009.26067 6,391 Downloads 11,971 Views Citations
The Chinese Urban and Rural per Capita Income and Trend Analysis (Articles)

Jian Su, Guangming Deng

Applied Mathematics Vol.5 No.1，January 10, 2014

DOI: 10.4236/am.2014.51012 6,335 Downloads 8,577 Views Citations
Empirical Analysis of ARCH Family Models on Oil Price Fluctuations (Articles)

Shichang Shen

Applied Mathematics Vol.12 No.4，April 16, 2021

DOI: 10.4236/am.2021.124019 343 Downloads 977 Views Citations
The Prediction for the Consumer Price Index of Residents in Perspective of Time Series Method in Case of Chongqing (Articles)

Chunhuan Xiang

Journal of Applied Mathematics and Physics Vol.12 No.1，January 30, 2024

DOI: 10.4236/jamp.2024.121017 129 Downloads 369 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 2,995 Downloads 4,786 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 5,278 Downloads 9,511 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 5,749 Downloads 8,805 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 1,011 Downloads 2,940 Views Citations
Empirical Analysis of Commercial Housing Sales Based on EARCH(1,1) Model (Articles)

Shichang Shen, Chao Feng

Open Journal of Statistics Vol.9 No.2，April 28, 2019

DOI: 10.4236/ojs.2019.92021 692 Downloads 1,323 Views Citations
India’s Tea Price Analysis Based on ARMA Model (Articles)

Hong Liu, Shuang Shao

Modern Economy Vol.7 No.2，February 16, 2016

DOI: 10.4236/me.2016.72014 5,483 Downloads 7,413 Views Citations
The Research on Liquidity Risk Management of China’s Commercial Banks (Articles)

Yayi Xiao

Open Journal of Social Sciences Vol.4 No.3，March 29, 2016

DOI: 10.4236/jss.2016.43031 4,667 Downloads 7,518 Views Citations
The Empirical Study about Introduction of Stock Index Futures on the Volatility of Spot Market (Articles)

Guiliang Tian, Huixiangzi Zheng

iBusiness Vol.5 No.3B，November 8, 2013

DOI: 10.4236/ib.2013.53B024 5,373 Downloads 7,509 Views Citations
Research on Dynamic Relationship between Exchange Rate and Stock Price—Based on GARCH-in-Mean Model (Articles)

Weihan Zhang, Peijuan Yang

Journal of Service Science and Management Vol.11 No.6，December 28, 2018

DOI: 10.4236/jssm.2018.116046 1,211 Downloads 2,937 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 1,754 Downloads 5,126 Views Citations
Quantification of GARCH (1, 1) Model Misspecification with Three Known Assumed Error Term Distributions (Articles)

Zonia Chandre Stiglingh, Modisane Bennett Seitshiro

Journal of Financial Risk Management Vol.11 No.3，August 11, 2022

DOI: 10.4236/jfrm.2022.113026 258 Downloads 2,025 Views Citations
Z-Transform Based Instantaneous Unit Hydrograph for Hilly Watersheds (Articles)

R. K. RAI, C. S. P. OJHA, Alka UPADHYAY

Journal of Water Resource and Protection Vol.1 No.6，December 23, 2009

DOI: 10.4236/jwarp.2009.16046 6,318 Downloads 11,299 Views Citations

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