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ISSN
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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
4,332
Downloads
5,781
Views
Citations
A New Fama-French 5-Factor Model Based on SSAEPD Error and GARCH-Type Volatility
(Articles)
Wentao Zhou
,
Liuling Li
Journal of Mathematical Finance
Vol.6 No.5
,November 16, 2016
DOI:
10.4236/jmf.2016.65050
2,875
Downloads
6,443
Views
Citations
Empirical Research on Spillover Effect among Stock, Money and Foreign Exchange Market of China
(Articles)
Yunlong Yu
,
Dong Liao
Modern Economy
Vol.8 No.5
,May 12, 2017
DOI:
10.4236/me.2017.85047
1,900
Downloads
3,444
Views
Citations
Analysis of 48 US Industry Portfolios with a New Fama-French 5-Factor Model
(Articles)
Liuling Li
,
Xiao Rao
,
Wentao Zhou
,
Bruce Mizrach
Applied Mathematics
Vol.8 No.11
,November 30, 2017
DOI:
10.4236/am.2017.811122
1,105
Downloads
5,370
Views
Citations
Limit Theory of Model Order Change-Point Estimator for GARCH Models
(Articles)
Irene W. Irungu
,
Peter N. Mwita
,
Antony G. Waititu
Journal of Mathematical Finance
Vol.8 No.2
,May 28, 2018
DOI:
10.4236/jmf.2018.82027
756
Downloads
1,474
Views
Citations
Currency Portfolio Risk Measurement with Generalized Autoregressive Conditional Heteroscedastic-Extreme Value Theory-Copula Model
(Articles)
Cyprian O. Omari
,
Peter N. Mwita
,
Antony W. Gichuhi
Journal of Mathematical Finance
Vol.8 No.2
,May 31, 2018
DOI:
10.4236/jmf.2018.82029
1,172
Downloads
2,492
Views
Citations
How Are Structural Breaks Related to Stock Return Volatility Persistence? Evidence from China and Japan
(Articles)
Chikashi Tsuji
Modern Economy
Vol.9 No.10
,October 18, 2018
DOI:
10.4236/me.2018.910102
640
Downloads
1,509
Views
Citations
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
755
Downloads
1,688
Views
Citations
Research on Pricing of Shanghai 50ETF Options Based on Fractal B-S Model and GARCH Model
(Articles)
Wanting Hu
Modern Economy
Vol.11 No.2
,February 20, 2020
DOI:
10.4236/me.2020.112031
810
Downloads
1,750
Views
Citations
Modelling and Forecasting of Crude Oil Price Volatility Comparative Analysis of Volatility Models
(Articles)
Faith Wacuka Ng’ang’a
,
Meleah Oleche
Journal of Financial Risk Management
Vol.11 No.1
,March 15, 2022
DOI:
10.4236/jfrm.2022.111008
423
Downloads
3,931
Views
Citations
An Empirical Analysis of the Correlation of Agricultural Sectors in the Chinese Stock Market Based on the DCC-GARCH Model
(Articles)
Simin Wu
,
Zahayu Md. Yusof
,
Masnita Misiran
Journal of Mathematical Finance
Vol.14 No.1
,December 19, 2023
DOI:
10.4236/jmf.2024.141001
73
Downloads
299
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
1,038
Downloads
1,931
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
6,042
Downloads
9,346
Views
Citations
Immune Control of Equine Infectious Anemia Virus Infection by Cell-Mediated and Humoral Responses
(Articles)
Elissa J. Schwartz
,
Kasia A. Pawelek
,
Karin Harrington
,
Richard Cangelosi
,
Silvia Madrid
Applied Mathematics
Vol.4 No.8A
,August 6, 2013
DOI:
10.4236/am.2013.48A023
6,393
Downloads
9,082
Views
Citations
This article belongs to the Special Issue on
Mathematical Modeling
An Adjusted Model for Simple 1,2-Dyotropic Reactions.
Ab Initio
MO and VB Considerations
(Articles)
Henk M. Buck
Open Journal of Physical Chemistry
Vol.3 No.3
,August 6, 2013
DOI:
10.4236/ojpc.2013.33015
3,018
Downloads
5,480
Views
Citations
Application of Multiple Linear Regression and Manova to Evaluate Health Impacts Due to Changing River Water Quality
(Articles)
Sudevi Basu
,
K. S. Lokesh
Applied Mathematics
Vol.5 No.5
,March 24, 2014
DOI:
10.4236/am.2014.55076
8,499
Downloads
10,795
Views
Citations
This article belongs to the Special Issue on
Regression Models
Mathematical Study of the Dynamics of the Development of HIV
(Articles)
Gabriel Iyam Ogban
,
Konstantin Andreyevich Lebedev
Journal of Applied Mathematics and Physics
Vol.4 No.1
,January 15, 2016
DOI:
10.4236/jamp.2016.41010
4,261
Downloads
5,400
Views
Citations
The Call Option Pricing Based on Investment Strategy with Stochastic Interest Rate
(Articles)
Xin Zhang
,
Huisheng Shu
,
Xiu Kan
,
Yingyi Fang
,
Zhiwei Zheng
Journal of Mathematical Finance
Vol.8 No.1
,January 29, 2018
DOI:
10.4236/jmf.2018.81004
1,353
Downloads
3,388
Views
Citations
Reliability Analysis of Automatic Transmission Based on T-S Fuzzy Fault Tree
(Articles)
Chaokai Lei
,
Haitao Ji
,
Ning Hu
Open Access Library Journal
Vol.5 No.6
,June 14, 2018
DOI:
10.4236/oalib.1104659
693
Downloads
1,528
Views
Citations
The Method for Optimum Estimation of COVID-19 Variant Type Virus Infection Status Analysis by the Multivariate Analysis Considering the Environmental Variability Impact in Japan
(Articles)
Eiji Toma
,
Yukinori Kobayashi
Journal of Applied Mathematics and Physics
Vol.10 No.2
,February 23, 2022
DOI:
10.4236/jamp.2022.102033
367
Downloads
882
Views
Citations
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