ARMA- & GARCH- & ARX-Testing Model - Articles - Scientific Research Publishing

Robust Parametric Modeling of Speech in Additive White Gaussian Noise (Articles)

Abdelaziz Trabelsi, Otmane Ait Mohamed, Yves Audet

Journal of Signal and Information Processing Vol.6 No.2，April 2, 2015

DOI: 10.4236/jsip.2015.62010 5,163 Downloads 6,134 Views Citations
Margin Trading and Securities Lending, Investor Sentiments and the Volatility of Chinese Securities Market (Articles)

Huiting Huang

American Journal of Industrial and Business Management Vol.9 No.3，March 20, 2019

DOI: 10.4236/ajibm.2019.93036 1,203 Downloads 2,715 Views Citations
Exponential GARCH Model with Exogenous Covariate for South Sudanese Pounds—USD Exchange Rate Volatility: On the Effects of Conflict on Volatility (Articles)

Abui Peter Kur, Oscar Ngesa, Rachel Sarguta

Journal of Mathematical Finance Vol.11 No.3，August 13, 2021

DOI: 10.4236/jmf.2021.113026 368 Downloads 2,280 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 4,232 Downloads 6,795 Views Citations
Composite Likelihood for Bilinear GARCH Model (Articles)

Abdelhalim Bouchemella, Fatima Zahra Benmostefa

Applied Mathematics Vol.5 No.15，August 14, 2014

DOI: 10.4236/am.2014.515225 4,539 Downloads 5,654 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
Consistency of the 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，April 4, 2018

DOI: 10.4236/jmf.2018.82018 1,090 Downloads 2,194 Views Citations
Volatility Prediction: A Study with Structural Breaks (Articles)

Dilip Kumar

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

DOI: 10.4236/tel.2018.86080 1,030 Downloads 2,243 Views Citations
This article belongs to the Special Issue on Computational Economics and Econometrics
Analyzing Inflation in the Saudi Arabia: An Empirical Analysis Using GARCH Model (Articles)

Abdelrahman Mohamed Mohamed Saeed

Open Journal of Business and Management Vol.12 No.4，July 22, 2024

DOI: 10.4236/ojbm.2024.124133 88 Downloads 484 Views Citations
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 805 Downloads 2,277 Views Citations
Application of the Improved Generalized Autoregressive Conditional Heteroskedast Model Based on the Autoregressive Integrated Moving Average Model in Data Analysis (Articles)

Qi Yang, Yishu Wang

Open Journal of Statistics Vol.9 No.5，September 6, 2019

DOI: 10.4236/ojs.2019.95036 590 Downloads 1,690 Views Citations
Stock Price Prediction and Traditional Models: An Approach to Achieve Short-, Medium- and Long-Term Goals (Articles)

Opeyemi Sheu Alamu, Md Kamrul Siam

Journal of Intelligent Learning Systems and Applications Vol.16 No.4，September 27, 2024

DOI: 10.4236/jilsa.2024.164018 128 Downloads 1,620 Views Citations
Dynamic Option Pricing Model Based on the Realized-GARCH-NIG Approach (Articles)

Honglei Zhang, Yixiang Tian, Gaoxun Zhang

Open Journal of Social Sciences Vol.4 No.3，March 15, 2016

DOI: 10.4236/jss.2016.43011 2,467 Downloads 3,488 Views Citations
Influence of Open-End Funds on Stock Market Volatility-Analysis Based on Shanghai Composite (Articles)

Na Zhu

American Journal of Industrial and Business Management Vol.6 No.4，April 22, 2016

DOI: 10.4236/ajibm.2016.64045 2,695 Downloads 3,664 Views Citations
Price Influence and Volatility Risk Transmission of Non-Ferrous Metals Futures: Situation in China (Articles)

Hui Gao, Zeduo Yu

American Journal of Industrial and Business Management Vol.14 No.10，October 12, 2024

DOI: 10.4236/ajibm.2024.1410063 47 Downloads 262 Views Citations
Wavelet Density Estimation and Statistical Evidences Role for a GARCH Model in the Weighted Distribution (Articles)

Mohammad Abbaszadeh, Mahdi Emadi

Applied Mathematics Vol.4 No.2，February 28, 2013

DOI: 10.4236/am.2013.42061 4,482 Downloads 6,811 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 4,454 Downloads 6,097 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 2,995 Downloads 7,020 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 1,987 Downloads 3,732 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 1,206 Downloads 5,935 Views Citations

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