Autoregressive; Heteroscedasticity; Homoscedasticity; Volatility; Nonlinear Dynamics - Articles

Conditional Heteroscedasticity in Streamflow Process: Paradox or Reality? (Articles)

Martins Yusuf Otache, Isiguzo Edwin Ahaneku, Abubakar Sadeeq Mohammed, John Jiya Musa

Open Journal of Modern Hydrology Vol.2 No.4，October 16, 2012

DOI: 10.4236/ojmh.2012.24010 3,974 Downloads 6,994 Views Citations
Investigating Performances of Some Statistical Tests for Heteroscedasticity Assumption in Generalized Linear Model: A Monte Carlo Simulations Study (Articles)

Oluwafemi Clement Onifade, Samuel Olayemi Olanrewaju

Open Journal of Statistics Vol.10 No.3，June 3, 2020

DOI: 10.4236/ojs.2020.103029 967 Downloads 3,968 Views Citations
Modeling Exchange Rate Volatility: Application of the GARCH and EGARCH Models (Articles)

Manamba Epaphra

Journal of Mathematical Finance Vol.7 No.1，February 6, 2017

DOI: 10.4236/jmf.2017.71007 5,230 Downloads 15,044 Views Citations
Application of Iterative Approaches in Modeling the Efficiency of ARIMA-GARCH Processes in the Presence of Outliers (Articles)

Emmanuel Alphonsus Akpan, K. E. Lasisi, Ali Adamu, Haruna Bakari Rann

Applied Mathematics Vol.10 No.3，March 29, 2019

DOI: 10.4236/am.2019.103012 827 Downloads 1,792 Views Citations
Autoregressive Fractionally Integrated Moving Average-Generalized Autoregressive Conditional Heteroskedasticity Model with Level Shift Intervention (Articles)

Lawrence Dhliwayo, Florance Matarise, Charles Chimedza

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

DOI: 10.4236/ojs.2020.102023 1,572 Downloads 2,991 Views Citations
Modeling and Forecast of Ghana’s GDP Using ARIMA-GARCH Model (Articles)

Dwumah Barbara, Chenlong Li, Yingchuan Jing, Aning Samuel

Open Access Library Journal Vol.9 No.1，January 29, 2022

DOI: 10.4236/oalib.1108335 343 Downloads 2,120 Views Citations
Forecasting Volatility Based on a New Combined HAR-Type Model with Long Memory and Switching Regime: Empirical Evidence from Equity Realized Volatility (Articles)

Yirong Huang, Zhonglin Wan, Hongyan Li, Yi Luo

Journal of Mathematical Finance Vol.14 No.1，February 27, 2024

DOI: 10.4236/jmf.2024.141005 151 Downloads 642 Views Citations
Unravelling the Cipher of Indian Rupee’s Volatility: Testing the Forecasting Efficacy of the Rolling Symmetric and Asymmetric GARCH Models (Articles)

Shalini Talwar, Aparna Bhat

Theoretical Economics Letters Vol.8 No.6，April 23, 2018

DOI: 10.4236/tel.2018.86079 709 Downloads 1,599 Views Citations
This article belongs to the Special Issue on Computational Economics and Econometrics
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 806 Downloads 2,283 Views Citations
Impact of Macroeconomic Volatility on Stock Market Volatility in Bangladesh (Articles)

Md. Rafiqul Matin

Journal of Financial Risk Management Vol.12 No.3，September 20, 2023

DOI: 10.4236/jfrm.2023.123013 269 Downloads 1,232 Views Citations
ARMA Modelling of Benue River Flow Dynamics: Comparative Study of PAR Model (Articles)

Otache Y. Martins, M. A. Sadeeq, I. E. Ahaneku

Open Journal of Modern Hydrology Vol.1 No.1，July 29, 2011

DOI: 10.4236/ojmh.2011.11001 5,180 Downloads 12,413 Views Citations
Review of the Book “Non-Traditional Dynamics:Theory and Practice” (Articles)

Gennadiy G. Goshin

Engineering Vol.4 No.4，April 26, 2012

DOI: 10.4236/eng.2012.44023 3,286 Downloads 5,735 Views Citations
Large Scale Desalination: A Comparative Cost Affective Economic Analyses of Nuclear, Gas and Solar Powered Plants (Articles)

Mohammed H. S. Al Ashry

Theoretical Economics Letters Vol.5 No.1，February 13, 2015

DOI: 10.4236/tel.2015.51015 3,247 Downloads 4,090 Views Citations
Signature of chaos in the semi quantum behavior of a classically regular triple well heterostructure (Articles)

Tiokeng Olivier Lekeufack, Serge Bruno Yamgoue, Timoleon Crepin Kofane

Natural Science Vol.2 No.3，April 12, 2010

DOI: 10.4236/ns.2010.23024 6,042 Downloads 10,781 Views Citations
Phase space in EEG signals of women refferred to meditation clinic (Articles)

Ateke Goshvarpour, Atefeh Goshvarpour, Saeed Rahati, Vahid Saadatian, Minoo Morvarid

Journal of Biomedical Science and Engineering Vol.4 No.6，June 30, 2011

DOI: 10.4236/jbise.2011.46060 4,274 Downloads 8,274 Views Citations
The Origin of Nonlinear Dynamics Involving Complexity in Modern Sciences (Articles)

Deok-Soo Cha, Hee Jong Jun

Open Journal of Applied Sciences Vol.10 No.10，October 29, 2020

DOI: 10.4236/ojapps.2020.1010045 502 Downloads 1,493 Views Citations
Advanced Studies for Resolving Nonlinear Dynamic Systems Involving Complexity Based on Systems Thinking for Non-Physicists (Articles)

Deok-Soo Cha, Kim Kyoung-Il

Open Journal of Applied Sciences Vol.11 No.8，August 31, 2021

DOI: 10.4236/ojapps.2021.118071 244 Downloads 955 Views Citations
New Systems Solution for Resolving Nonlinear Dynamics Based on Systems Thinking (Articles)

Deok-Soo Cha, Kyoung-il Kim

Open Journal of Applied Sciences Vol.11 No.10，October 29, 2021

DOI: 10.4236/ojapps.2021.1110088 239 Downloads 897 Views Citations
Evaluation of the Validity of Chaos Theory Based on Systems Thinking for Non-Physicists (Articles)

Deok-Soo Cha, Kyoung-Il Kim

Open Journal of Applied Sciences Vol.12 No.5，May 31, 2022

DOI: 10.4236/ojapps.2022.125057 163 Downloads 1,358 Views Citations
Empirical Research on Repo Rates Based on Exponenti- al Smooth Transition Autoregressive Model (Articles)

Qi-zhi He

Journal of Service Science and Management Vol.1 No.1，June 10, 2008

DOI: 10.4236/jssm.2008.11007 5,459 Downloads 9,733 Views Citations

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