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

Agriculture Sector Growth and Inflation in Ethiopia: Evidence from Autoregressive Distributed Lag Model (Articles)

Endalkachew Kabtamu Mekonen

Open Journal of Business and Management Vol.8 No.6，October 14, 2020

DOI: 10.4236/ojbm.2020.86145 1,136 Downloads 3,761 Views Citations
Time Series Modeling of Dynamic Responses of Commodity Prices to Monetary Policy Shocks in Ghana (Articles)

Ernest Yeboah Boateng, Paul K. Yeboah, Isaac Christopher Otoo, Joseph Otoo

Journal of Financial Risk Management Vol.9 No.4，November 6, 2020

DOI: 10.4236/jfrm.2020.94020 538 Downloads 1,589 Views Citations
Research on the Relationship between China’s Economic Policy Uncertainty and Stock Market (Articles)

Donghai Zhou, Yuanying Jiang

Journal of Financial Risk Management Vol.9 No.4，December 11, 2020

DOI: 10.4236/jfrm.2020.94025 744 Downloads 2,412 Views Citations
Modelling COVID-19 Cumulative Number of Cases in Kenya Using a Negative Binomial INAR (1) Model (Articles)

Charity Wamwea, Susan Mwelu, Matabel Odin

Open Journal of Modelling and Simulation Vol.11 No.1，January 30, 2023

DOI: 10.4236/ojmsi.2023.111002 199 Downloads 819 Views Citations
Constructing Confidence Regions for Autoregressive-Model Parameters (Articles)

Jan Vrbik

Applied Mathematics Vol.14 No.10，October 31, 2023

DOI: 10.4236/am.2023.1410042 138 Downloads 421 Views Citations
Modeling and Forecasting of Consumer Price Index of Foods and Non-Alcoholic Beverages in Kenya Using Autoregressive Integrated Moving Average Models (Articles)

Michael Mbaria Chege

Open Journal of Statistics Vol.14 No.6，November 7, 2024

DOI: 10.4236/ojs.2024.146030 73 Downloads 405 Views Citations
Monetary Policy, Inflation and Economic Growth in Nigeria (Articles)

Titilope Idowu Oladejo, Adegbemi Babatunde Onakoya, Ezekiel Oseni, Joseph Olusegun Ajibola, Ishola Rufus Akintoye

Open Journal of Business and Management Vol.13 No.2，February 17, 2025

DOI: 10.4236/ojbm.2025.132043 180 Downloads 1,479 Views Citations
Ant Colony Optimization Based on Adaptive Volatility Rate of Pheromone Trail (Articles)

Zhaoquan CAI, Han HUANG, Yong QIN, Xianheng MA

Int'l J. of Communications, Network and System Sciences Vol.2 No.8，November 17, 2009

DOI: 10.4236/ijcns.2009.28092 5,555 Downloads 10,015 Views Citations
Revisiting Characteristics of Ionic Liquids: A Review for Further Application Development (Articles)

Rusen Feng, Dongbin Zhao, Yongjun Guo

Journal of Environmental Protection Vol.1 No.2，June 29, 2010

DOI: 10.4236/jep.2010.12012 10,353 Downloads 22,675 Views Citations
Pricing European Call Currency Option Based on Fuzzy Estimators (Articles)

Xing Yu, Hongguo Sun, Guohua Chen

Applied Mathematics Vol.2 No.4，March 31, 2011

DOI: 10.4236/am.2011.24058 5,391 Downloads 9,286 Views Citations
Volatility Spillover from Oil to Food and Agricultural Raw Material Markets (Articles)

Muge Kaltalioglu, Ugur Soytas

Modern Economy Vol.2 No.2，May 17, 2011

DOI: 10.4236/me.2011.22011 5,942 Downloads 12,093 Views Citations
The Effect of Tick Size on Testing for Nonlinearity in Financial Markets Data (Articles)

Heather Mitchell, Michael McKenzie

Journal of Mathematical Finance Vol.1 No.1，June 1, 2011

DOI: 10.4236/jmf.2011.11001 6,162 Downloads 12,550 Views Citations
Stochastic Volatility Jump-Diffusion Model for Option Pricing (Articles)

Nonthiya Makate, Pairote Sattayatham

Journal of Mathematical Finance Vol.1 No.3，November 8, 2011

DOI: 10.4236/jmf.2011.13012 5,594 Downloads 12,404 Views Citations
On the Consistency of a Firm’s Value with a Lognormal Diffusion Process (Articles)

Andrew M. K. Cheung, Van Son Lai

Journal of Mathematical Finance Vol.2 No.1，February 28, 2012

DOI: 10.4236/jmf.2012.21003 4,958 Downloads 8,689 Views Citations
VIX and VIX Futures Pricing Algorithms: Cultivating Understanding (Articles)

Hancock G. D’Anne

Modern Economy Vol.3 No.3，May 22, 2012

DOI: 10.4236/me.2012.33038 12,355 Downloads 18,601 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 4,732 Downloads 9,254 Views Citations
Stock Return Conjunction in Markets with Deteriorated Sentiment: Evidence from the Japanese Electric Appliances Industry (Articles)

Chikashi Tsuji

Modern Economy Vol.3 No.4，July 24, 2012

DOI: 10.4236/me.2012.34060 4,103 Downloads 6,590 Views Citations
Volatility Analysis of Web News and Public Attitude by GARCH Model (Articles)

Pinrui Yu, Tianzhen Liu, Qian Ding

Psychology Vol.3 No.8，August 23, 2012

DOI: 10.4236/psych.2012.38092 4,274 Downloads 6,909 Views Citations
Joint Characteristic Function of Stock Log-Price and Squared Volatility in the Bates Model and Its Asset Pricing Applications (Articles)

Oleksandr Zhylyevskyy

Theoretical Economics Letters Vol.2 No.4，November 1, 2012

DOI: 10.4236/tel.2012.24074 4,709 Downloads 7,681 Views Citations
Some Explicitly Solvable SABR and Multiscale SABR Models: Option Pricing and Calibration (Articles)

Lorella Fatone, Francesca Mariani, Maria Cristina Recchioni, Francesco Zirilli

Journal of Mathematical Finance Vol.3 No.1，February 26, 2013

DOI: 10.4236/jmf.2013.31002 6,686 Downloads 12,585 Views Citations

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