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

Inferring Volatility from the Yield Curve (Articles)

Vincent Brousseau, Alain Durré

Journal of Mathematical Finance Vol.5 No.3，August 28, 2015

DOI: 10.4236/jmf.2015.53026 5,848 Downloads 7,010 Views Citations
Research on the Daily Volatility Measure Considering the Impact of Overnight Variance and Time Segment in Chinese Stock Market (Articles)

Yu Shi, Handong Li

Journal of Mathematical Finance Vol.8 No.3，August 7, 2018

DOI: 10.4236/jmf.2018.83035 1,058 Downloads 2,214 Views Citations
This article belongs to the Special Issue on Financial Market Volatility
Spatio-Temporal Patterns for a Generalized Innovation Diffusion Model (Articles)

Fariba Hashemi, Max-Olivier Hongler, Olivier Gallay

Theoretical Economics Letters Vol.2 No.1，February 23, 2012

DOI: 10.4236/tel.2012.21001 5,978 Downloads 11,004 Views Citations
From Highly Structured E-Infinity Rings and Transfinite Maximally Symmetric Manifolds to the Dark Energy Density of the Cosmos (Articles)

Mohamed S. El Naschie

Advances in Pure Mathematics Vol.4 No.12，December 18, 2014

DOI: 10.4236/apm.2014.412073 10,114 Downloads 11,156 Views Citations
Nonlinear Differential Equation of Macroeconomic Dynamics for Long-Term Forecasting of Economic Development (Articles)

Askar Akaev

Applied Mathematics Vol.9 No.5，May 30, 2018

DOI: 10.4236/am.2018.95037 1,023 Downloads 3,233 Views Citations
Do Leveraged ETFs Increase Volatility (Articles)

William J. Trainor

Technology and Investment Vol.1 No.3，August 27, 2010

DOI: 10.4236/ti.2010.13026 9,737 Downloads 16,986 Views Citations
Are Sunspots Stabilizing? (Articles)

Paul Shea

Theoretical Economics Letters Vol.1 No.3，November 7, 2011

DOI: 10.4236/tel.2011.13023 7,113 Downloads 11,057 Views Citations
The Calibration of Some Stochastic Volatility Models Used in Mathematical Finance (Articles)

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

Open Journal of Applied Sciences Vol.4 No.2，February 20, 2014

DOI: 10.4236/ojapps.2014.42004 7,310 Downloads 10,936 Views Citations
The Cross-Sectional Risk Premium of Decomposed Market Volatility in UK Stock Market (Articles)

Yan Yang, Laurence Copeland

Open Journal of Social Sciences Vol.2 No.7，July 14, 2014

DOI: 10.4236/jss.2014.27006 4,124 Downloads 5,481 Views Citations
Empirical Reserve Price in Forestry: Application to US Forest Service (Articles)

Francis Didier Tatoutchoup

Theoretical Economics Letters Vol.6 No.5，September 12, 2016

DOI: 10.4236/tel.2016.65093 1,395 Downloads 2,243 Views Citations
An Analysis of the Determinants of Maize Import Volumes in Kenya (Articles)

Maurine Adhiambo Abodi, Isaac Maina Kariuki, Gideon Aiko Obare

Theoretical Economics Letters Vol.11 No.2，April 16, 2021

DOI: 10.4236/tel.2021.112022 830 Downloads 2,499 Views Citations
Modeling GDP Using Autoregressive Integrated Moving Average (ARIMA) Model: A Systematic Review (Articles)

Benard Muma, Austin Karoki

Open Access Library Journal Vol.9 No.4，April 12, 2022

DOI: 10.4236/oalib.1108355 501 Downloads 3,848 Views Citations
Endogeneity Effect on AR (1) Models in Small Samples (Articles)

Yakubu Dekongmene Kanyir, John O. Olaomi, Albert Luguterah

Modern Economy Vol.13 No.9，September 21, 2022

DOI: 10.4236/me.2022.139063 164 Downloads 836 Views Citations
Derivation of Imputation Estimators for ARMA Models with GARCH Innovations (Articles)

Merary Kipkogei, Arori Wilfred Omwansa, Otieno Joyce Akinyi

Open Access Library Journal Vol.12 No.2，February 27, 2025

DOI: 10.4236/oalib.1112978 23 Downloads 120 Views Citations
Finite Mixture of Heteroscedastic Single-Index Models (Articles)

Peng Zeng

Open Journal of Statistics Vol.2 No.1，January 19, 2012

DOI: 10.4236/ojs.2012.21002 6,924 Downloads 10,915 Views Citations
Linear Maximum Likelihood Regression Analysis for Untransformed Log-Normally Distributed Data (Articles)

Sara M. Gustavsson, Sandra Johannesson, Gerd Sallsten, Eva M. Andersson

Open Journal of Statistics Vol.2 No.4，October 30, 2012

DOI: 10.4236/ojs.2012.24047 5,744 Downloads 9,534 Views Citations
Generalized Minimum Perpendicular Distance Square Method of Estimation (Articles)

Rezaul Karim, Morshed Alam, M. M. H. Chowdhury, Forhad Hossain

Applied Mathematics Vol.3 No.12，December 21, 2012

DOI: 10.4236/am.2012.312266 6,499 Downloads 9,031 Views Citations
Comparison of the Length of Stay and Medical Expenditures among Japanese Hospitals for Type 2 Diabetes Treatments: The Box-Cox Transformation Model under Heteroscedasticity (Articles)

Kazumitsu Nawata, Koichi Kawabuchi

Health Vol.8 No.1，January 18, 2016

DOI: 10.4236/health.2016.81007 5,071 Downloads 6,463 Views Citations
Asymptotic Efficiency of the Maximum Likelihood Estimator for the Box-Cox Transformation Model with Heteroscedastic Disturbances (Articles)

Kazumitsu Nawata

Open Journal of Statistics Vol.6 No.5，October 21, 2016

DOI: 10.4236/ojs.2016.65069 1,626 Downloads 3,055 Views Citations
Pricing and Hedging in Stochastic Volatility Regime Switching Models (Articles)

Stéphane Goutte

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

DOI: 10.4236/jmf.2013.31006 5,046 Downloads 9,003 Views Citations

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