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

Modeling Cryptocurrency Market Volatility during FOMC Announcements: Evidence from High-Frequency Data (Articles)

Barış Falay

Journal of Mathematical Finance Vol.14 No.4，September 24, 2024

DOI: 10.4236/jmf.2024.144022 102 Downloads 521 Views Citations
Nonlinear Blind Equalizers: NCMA and NMCMA (Articles)

Donglin Wang, Sandeep Chandana

Int'l J. of Communications, Network and System Sciences Vol.3 No.6，June 29, 2010

DOI: 10.4236/ijcns.2010.36070 4,938 Downloads 8,644 Views Citations
History of Krylov-Bogoliubov-Mitropolsky Methods of Nonlinear Oscillations (Articles)

Agamenon R. E. Oliveira

Advances in Historical Studies Vol.6 No.1，March 21, 2017

DOI: 10.4236/ahs.2017.61003 2,489 Downloads 4,879 Views Citations
Classical and Fractional-Order Analysis of the Free and Forced Double Pendulum (Articles)

Elmas Anli, Ibrahim Ozkol

Engineering Vol.2 No.12，January 10, 2011

DOI: 10.4236/eng.2010.212118 8,354 Downloads 14,578 Views Citations
A Parametric Linearization Approach for Solving Zero-One Nonlinear Programming Problems (Articles)

Asadollah Mahmoodzadeh Vaziri, A. V. Kamyad, S. Efatti

Applied Mathematics Vol.2 No.10，October 11, 2011

DOI: 10.4236/am.2011.210168 4,732 Downloads 8,578 Views Citations
Some New Estimators of Integrated Volatility (Articles)

Jaya P. N. Bishwal

Open Journal of Statistics Vol.1 No.2，July 29, 2011

DOI: 10.4236/ojs.2011.12008 4,938 Downloads 8,466 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 4,455 Downloads 6,102 Views Citations
Performance of the Heston’s Stochastic Volatility Model: A Study in Indian Index Options Market (Articles)

Shivam Singh, Alok Dixit

Theoretical Economics Letters Vol.6 No.2，April 6, 2016

DOI: 10.4236/tel.2016.62018 2,504 Downloads 4,728 Views Citations
Linkage between India Implied Volatility Index and Stock Index Returns (Articles)

Palamalai Srinivasan, R. D. Vasudevan

Theoretical Economics Letters Vol.7 No.4，June 16, 2017

DOI: 10.4236/tel.2017.74063 1,736 Downloads 4,068 Views Citations
Modelling and Forecasting Unbiased Extreme Value Volatility Estimator: A Study Based on EUR/USD Exchange Rate (Articles)

Dilip Kumar

Theoretical Economics Letters Vol.8 No.9，June 13, 2018

DOI: 10.4236/tel.2018.89102 850 Downloads 1,812 Views Citations
This article belongs to the Special Issue on Financial Modeling
Modelling Stochastic Volatility in the Kenyan Securities Market Using Hidden Markov Models (Articles)

Matilda B. Bosire, Samuel Chege Maina

Journal of Financial Risk Management Vol.10 No.3，September 30, 2021

DOI: 10.4236/jfrm.2021.103021 417 Downloads 1,877 Views Citations
Forecasting Crude Oil Price Volatility by Heston Model (Articles)

Patrick Kandege Mwanakatwe, Joanitha Daniel, Kulwa Roberth Nzungu

Journal of Mathematical Finance Vol.13 No.3，August 29, 2023

DOI: 10.4236/jmf.2023.133026 243 Downloads 1,203 Views Citations
Quantum molecular dynamics simulation formultifragmentation resulting from an expandingnuclear matter (Articles)

Atef Abdel-hafiez, M. A. Khalifa, A. Abd El-Daiem

Natural Science Vol.3 No.7，July 25, 2011

DOI: 10.4236/ns.2011.37082 4,907 Downloads 8,923 Views Citations
Finance and Centre-Periphery Dynamics: A Model (Articles)

Antonio Luigi Paolilli, Fabio Pollice

iBusiness Vol.3 No.3，September 29, 2011

DOI: 10.4236/ib.2011.33033 6,030 Downloads 9,200 Views Citations
Industry Dynamics in Pharmaceuticals (Articles)

Fariba Hashemi

Pharmacology & Pharmacy Vol.3 No.1，January 12, 2012

DOI: 10.4236/pp.2012.31001 5,909 Downloads 11,852 Views Citations
Industry dynamics in biotechnology (Articles)

Fariba Hashemi

Advances in Bioscience and Biotechnology Vol.3 No.1，February 16, 2012

DOI: 10.4236/abb.2012.31006 4,808 Downloads 10,035 Views Citations
Social Balance in the Triangle-Growing Networks (Articles)

Wei Liu, Qing-Kuan Meng

Social Networking Vol.2 No.3，July 17, 2013

DOI: 10.4236/sn.2013.23014 4,819 Downloads 8,188 Views Citations
The Public Debt’s Dedollarization Effect in an Inflation Target Economy: A Theoretical Approach (Articles)

Fernando Motta Correia, Luciano Ferreira Gabriel

Modern Economy Vol.6 No.3，March 16, 2015

DOI: 10.4236/me.2015.63033 4,808 Downloads 5,675 Views Citations
The Study on Motion of a Rigid Body Carrying a Rotating Mass (Articles)

A. A. Galal, W. K. Zahra, H. F. Elkafly

Journal of Applied Mathematics and Physics Vol.5 No.1，January 25, 2017

DOI: 10.4236/jamp.2017.51012 1,537 Downloads 3,036 Views Citations
Dynamic Analysis of the Influencing Factors of Learning Behavior of Vocational College Students by Large Language Models (LLM) (Articles)

Zhonghui Xue, Zhiyuan Sun

Open Access Library Journal Vol.11 No.6，June 27, 2024

DOI: 10.4236/oalib.1111681 51 Downloads 293 Views Citations

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