Multivariate GARCH - Articles - Scientific Research Publishing

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
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 4,967 Downloads 6,336 Views Citations
Volatility in High-Frequency Intensive Care Mortality Time Series: Application of Univariate and Multivariate GARCH Models (Articles)

John L. Moran, Patricia J. Solomon

Open Journal of Applied Sciences Vol.7 No.8，August 11, 2017

DOI: 10.4236/ojapps.2017.78030 1,430 Downloads 3,694 Views Citations
Reinvestigation of the Interaction between the RMB Onshore and Offshore Markets: An Empirical Analysis Based on Hourly Data (Articles)

Zijiao Wang, Qunyong Wang

Modern Economy Vol.8 No.12，December 12, 2017

DOI: 10.4236/me.2017.812100 1,086 Downloads 2,251 Views Citations
Empirical Evidence of Associations and Similarities between the National Equity Markets Indexes and Crude Oil Prices in the International Market (Articles)

Andre Assis de Salles, Maria Eduarda Silva, Paulo Teles

Open Journal of Business and Management Vol.10 No.1，January 7, 2022

DOI: 10.4236/ojbm.2022.101010 206 Downloads 984 Views Citations
Study Based on SNOWNLP Model Mining of Stock Bar Investors’ Emotions on Stock Prices (Articles)

Chenyu Li

Modern Economy Vol.14 No.6，June 30, 2023

DOI: 10.4236/me.2023.146042 205 Downloads 735 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
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 6,235 Downloads 10,332 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 4,711 Downloads 9,176 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 4,899 Downloads 6,667 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 5,748 Downloads 8,801 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 2,937 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 1,061 Downloads 5,025 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 725 Downloads 1,901 Views Citations
Multivariate Statistical Analysis of Phyllite Samples Based on Chemical (XRF) and Mineralogical Data by XRD (Articles)

Eduardo Garzón Garzón, Antonio Ruíz-Conde, Pedro Jose Sánchez-Soto

American Journal of Analytical Chemistry Vol.3 No.5，May 29, 2012

DOI: 10.4236/ajac.2012.35047 6,273 Downloads 10,395 Views Citations
Multivariate Geostatistical Model for Groundwater Constituents in Texas (Articles)

Faye Anderson

International Journal of Geosciences Vol.5 No.13，December 26, 2014

DOI: 10.4236/ijg.2014.513132 5,349 Downloads 6,747 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 7,380 Downloads 13,042 Views Citations
Cointegration between Exchange Rate Volatility and Key Macroeconomic Fundamentals: Evidence from Nigeria (Articles)

Edet Joshua Udoh, Sunday Brownson Akpan, Daniel Etim John, Inimfon Vincent Patrick

Modern Economy Vol.3 No.7，November 29, 2012

DOI: 10.4236/me.2012.37108 5,962 Downloads 9,961 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
The Link between Output Growth and Real Uncertainty in Greece: A Tool to Speed up Economic Recovery? (Articles)

Ekaterini Tsouma

Theoretical Economics Letters Vol.4 No.1，February 18, 2014

DOI: 10.4236/tel.2014.41015 3,004 Downloads 4,615 Views Citations

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