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Affiliation
ISSN
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Estimating GARCH Modeling Using Metropolis-Hastings Method in R
(Articles)
Min Wang
,
Yunshun Wu
Open Journal of Statistics
Vol.8 No.6
,December 20, 2018
DOI:
10.4236/ojs.2018.86062
988
Downloads
2,276
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
803
Downloads
1,896
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
418
Downloads
4,094
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
69
Downloads
316
Views
Citations
Simulation of Long Term Characteristics of Annual Rainfall in Selected Areas in Saudi Arabia
(Articles)
Nidhal Saada
Computational Water, Energy, and Environmental Engineering
Vol.4 No.2
,April 20, 2015
DOI:
10.4236/cweee.2015.42003
3,099
Downloads
3,955
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
6,037
Downloads
10,160
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
4,622
Downloads
9,187
Views
Citations
A Multiplicative Seasonal ARIMA/GARCH Model in EVN Traffic Prediction
(Articles)
Quang Thanh Tran
,
Zhihua Ma
,
Hengchao Li
,
Li Hao
,
Quang Khai Trinh
Int'l J. of Communications, Network and System Sciences
Vol.8 No.4
,April 2, 2015
DOI:
10.4236/ijcns.2015.84005
4,669
Downloads
6,487
Views
Citations
Measuring and Comparing the Value-at-Risk Using GARCH and CARR Models for CSI 300 Index
(Articles)
Chunchou Wu
Theoretical Economics Letters
Vol.8 No.6
,April 23, 2018
DOI:
10.4236/tel.2018.86078
976
Downloads
4,441
Views
Citations
This article belongs to the Special Issue on
Computational Economics and Econometrics
Growth and Volatility: An Analysis for the Brazilian Economy
(Articles)
Elano Ferreira Arruda
,
Felipe de Sousa Bastos
,
Pablo Urano de Carvalho Castelar
,
Fernando Marques Mansilla
,
Antônio Clécio de Brito
Theoretical Economics Letters
Vol.9 No.7
,October 24, 2019
DOI:
10.4236/tel.2019.97165
591
Downloads
1,654
Views
Citations
A New Type of Combination Forecasting Method Based on PLS——The Application of It in Cigarette Sales Forecasting
(Articles)
Biao Luo
,
Liang Wan
,
Wei-Wei Yan
,
Jie-Jie Yu
American Journal of Operations Research
Vol.2 No.3
,September 19, 2012
DOI:
10.4236/ajor.2012.23049
6,499
Downloads
10,615
Views
Citations
Forecasting Density Function: Application in Finance
(Articles)
Rituparna Sen
,
Changie Ma
Journal of Mathematical Finance
Vol.5 No.5
,November 26, 2015
DOI:
10.4236/jmf.2015.55037
4,647
Downloads
6,444
Views
Citations
This article belongs to the Special Issue on
Density Estimation in Finance
Cointegration between Exchange Rate Volatility and Key Macroeconomic Fundamentals: Evidence from Nigeria
(Articles)
Edet Joshua Udoh
,
Sunday Brownson Akpan
,
Daniel Etim John
,
Inimfon Vincent Patrick
Modern Economy
Vol.3 No.7
,November 29, 2012
DOI:
10.4236/me.2012.37108
5,850
Downloads
9,933
Views
Citations
The Link between Output Growth and Real Uncertainty in Greece: A Tool to Speed up Economic Recovery?
(Articles)
Ekaterini Tsouma
Theoretical Economics Letters
Vol.4 No.1
,February 18, 2014
DOI:
10.4236/tel.2014.41015
2,919
Downloads
4,474
Views
Citations
Half-Life Volatility Measure of the Returns of Some Cryptocurrencies
(Articles)
Abonongo John
,
Anuwoje Ida Logubayom
,
Raymond Nero
Journal of Financial Risk Management
Vol.8 No.1
,March 13, 2019
DOI:
10.4236/jfrm.2019.81002
1,481
Downloads
4,091
Views
Citations
Modelling Volatility Dynamics of Cryptocurrencies Using GARCH Models
(Articles)
Anthony Ngunyi
,
Simon Mundia
,
Cyprian Omari
Journal of Mathematical Finance
Vol.9 No.4
,October 17, 2019
DOI:
10.4236/jmf.2019.94030
1,291
Downloads
3,700
Views
Citations
Modeling Returns and Volatility Transmission from Crude Oil Prices to Leone-US Dollar Exchange Rate in Sierra Leone: A GARCH Approach with Structural Breaks
(Articles)
Morlai Bangura
,
Thomas Boima
,
Sandy Pessima
,
Isatu Kargbo
Modern Economy
Vol.12 No.3
,March 25, 2021
DOI:
10.4236/me.2021.123029
456
Downloads
1,584
Views
Citations
An Option Valuation Formula for Stochastic Volatility Driven by GARCH Processes
(Articles)
Zhongmin Qian
,
Xingcheng Xu
Journal of Mathematical Finance
Vol.13 No.2
,May 31, 2023
DOI:
10.4236/jmf.2023.132015
143
Downloads
648
Views
Citations
Volatility in High-Frequency Intensive Care Mortality Time Series: Application of Univariate and Multivariate GARCH Models
(Articles)
John L. Moran
,
Patricia J. Solomon
Open Journal of Applied Sciences
Vol.7 No.8
,August 11, 2017
DOI:
10.4236/ojapps.2017.78030
1,339
Downloads
3,509
Views
Citations
Financial Integration and Portfolio Diversification: Evidence from CIVETS Stock Markets
(Articles)
Kashif Saleem
,
Osama Al-Hares
,
Sheraz Ahmed
Theoretical Economics Letters
Vol.6 No.6
,December 14, 2016
DOI:
10.4236/tel.2016.66121
1,456
Downloads
2,582
Views
Citations
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