Time Varying GARCH - Articles - Scientific Research Publishing

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 4,849 Downloads 9,595 Views Citations
ANN-Time Varying GARCH Model for Processes with Fixed and Random Periodicity (Articles)

Elias K. Karuiru, John Mwaniki Kihoro, Thomas Mageto, Anthony Gichuhi Waititu

Open Journal of Statistics Vol.11 No.5, October 8, 2021

DOI: 10.4236/ojs.2021.115040 284 Downloads 1,314 Views Citations
ANN-Time Varying GARCH Model: Simulations and Application in Modelling Temperature for Weather Derivatives (Articles)

Elias K. Karuiru, John Mwaniki Kihoro, Thomas Mageto, Anthony Gichuhi Waititu

Open Journal of Statistics Vol.12 No.3, June 30, 2022

DOI: 10.4236/ojs.2022.123027 344 Downloads 1,350 Views Citations
Modeling Exchange Rate Dynamics in Egypt: Observed and Unobserved Volatility (Articles)

Dina Rofael, Rana Hosni

Modern Economy Vol.6 No.1, January 14, 2015

DOI: 10.4236/me.2015.61006 4,635 Downloads 6,724 Views Citations
Gravitational Waves in a Universe with Time-Varying Curvature (Articles)

J. C. Botke

Journal of High Energy Physics, Gravitation and Cosmology Vol.7 No.2, April 25, 2021

DOI: 10.4236/jhepgc.2021.72036 434 Downloads 1,304 Views Citations
A Simulation Study on Comparing General Class of Semiparametric Transformation Models for Survival Outcome with Time-Varying Coefficients and Covariates (Articles)

Yemane Hailu Fissuh, Tsegay Giday Woldu, Idriss Abdelmajid Idriss Ahmed, Abebe Zewdie Kebebe

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

DOI: 10.4236/ojs.2019.92013 1,166 Downloads 2,414 Views Citations
The Origin of Cosmic Structures Part 4—Nucleosynthesis (Articles)

J. C. Botke

Journal of High Energy Physics, Gravitation and Cosmology Vol.8 No.3, July 28, 2022

DOI: 10.4236/jhepgc.2022.83053 1,516 Downloads 2,330 Views Citations
Finite-Time Synchronization for Heterogeneous Complex Networks with Time-Varying Delays (Articles)

Yicong Ma, Yali Tai

Applied Mathematics Vol.11 No.10, October 26, 2020

DOI: 10.4236/am.2020.1110066 502 Downloads 1,424 Views Citations
Partial Time-Varying Coefficient Regression and Autoregressive Mixed Model (Articles)

Hui Li, Zhiqiang Cao

Open Journal of Statistics Vol.13 No.4, August 11, 2023

DOI: 10.4236/ojs.2023.134026 240 Downloads 1,280 Views Citations
This article belongs to the Special Issue on Applied Statistics
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 1,591 Downloads 4,285 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 1,868 Downloads 5,937 Views Citations
Coordination for Networks of Dynamic Agents with Time-Varying Delays (Articles)

Hongwang Yu, Baoshan Zhang, Yufan Zheng

Wireless Sensor Network Vol.2 No.2, March 12, 2010

DOI: 10.4236/wsn.2010.22019 5,084 Downloads 9,183 Views Citations
Pilot Placement for Time-Varying MIMO OFDM Channels with Virtual Subcarriers (Articles)

Alieh Moradi, Hamidreza Bakhshi, Vahid Najafpoor

Communications and Network Vol.3 No.1, February 25, 2011

DOI: 10.4236/cn.2011.31005 6,008 Downloads 11,146 Views Citations
A Robust Incremental Algorithm for Predicting the Motion of Rigid Body in a Time-Varying Environment (Articles)

Ashraf Elnagar

International Journal of Intelligence Science Vol.2 No.3, July 27, 2012

DOI: 10.4236/ijis.2012.23007 4,929 Downloads 9,272 Views Citations
State Estimation over Customized Wireless Network (Articles)

Sayed Vahid Naghavi, Ali Azami, Freidoon Shabaninia

Wireless Engineering and Technology Vol.3 No.4, November 1, 2012

DOI: 10.4236/wet.2012.34032 3,489 Downloads 5,628 Views Citations
A Bias in Jensen’s Alpha When Returns Are Serially Correlated (Articles)

Jangkoo Kang, Soonhee Lee

Theoretical Economics Letters Vol.3 No.3, June 13, 2013

DOI: 10.4236/tel.2013.33031 5,659 Downloads 7,898 Views Citations
A Measure for Assessing Functions of Time-Varying Effects in Survival Analysis (Articles)

Anika Buchholz, Willi Sauerbrei, Patrick Royston

Open Journal of Statistics Vol.4 No.11, December 31, 2014

DOI: 10.4236/ojs.2014.411092 3,639 Downloads 5,401 Views Citations
An Inventory Model for Perishable Items with Time Varying Stock Dependent Demand and Trade Credit under Inflation (Articles)

Sushil Kumar, U. S. Rajput

American Journal of Operations Research Vol.5 No.5, September 23, 2015

DOI: 10.4236/ajor.2015.55036 5,061 Downloads 7,053 Views Citations
Properties of Time-Varying Causality Tests in the Presence of Multivariate Stochastic Volatility (Articles)

Daiki Maki

Open Journal of Statistics Vol.6 No.5, October 8, 2016

DOI: 10.4236/ojs.2016.65064 1,653 Downloads 2,972 Views Citations
Risk Correlation Based on Time-Varying Copula Function and Extreme Value Theory (Articles)

Xinlong Ji, Lu Zhou

Theoretical Economics Letters Vol.7 No.7, December 18, 2017

DOI: 10.4236/tel.2017.77151 1,197 Downloads 2,591 Views Citations

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