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Fitting the Nigeria Stock Market Return Series Using GARCH Models
(Articles)
U. Usman
,
H. M. Auwal
,
M. A. Abdulmuhyi
Theoretical Economics Letters
Vol.7 No.7
,December 14, 2017
DOI:
10.4236/tel.2017.77147
950
Downloads
2,801
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
975
Downloads
4,429
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
1,649
Views
Citations
Exploring the Priced Factors in ICAPM in Japan
(Articles)
Chikashi TSUJI
Modern Economy
Vol.2 No.4
,September 21, 2011
DOI:
10.4236/me.2011.24078
5,161
Downloads
9,396
Views
Citations
Recurrent Support and Relevance Vector Machines Based Model with Application to Forecasting Volatility of Financial Returns
(Articles)
Altaf Hossain
,
Mohammed Nasser
Journal of Intelligent Learning Systems and Applications
Vol.3 No.4
,November 29, 2011
DOI:
10.4236/jilsa.2011.34026
7,237
Downloads
12,880
Views
Citations
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
5,849
Downloads
9,926
Views
Citations
The Empirical Study about Introduction of Stock Index Futures on the Volatility of Spot Market
(Articles)
Guiliang Tian
,
Huixiangzi Zheng
iBusiness
Vol.5 No.3B
,November 8, 2013
DOI:
10.4236/ib.2013.53B024
5,271
Downloads
7,458
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
4,472
Views
Citations
Research on Dynamic Relationship between Exchange Rate and Stock Price—Based on GARCH-in-Mean Model
(Articles)
Weihan Zhang
,
Peijuan Yang
Journal of Service Science and Management
Vol.11 No.6
,December 28, 2018
DOI:
10.4236/jssm.2018.116046
1,140
Downloads
2,973
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
1,478
Downloads
4,082
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
1,290
Downloads
3,693
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
1,581
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
646
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
3,505
Views
Citations
Family Background and Environment, Psychological Distress, and Juvenile Delinquency
(Articles)
Tony Cassidy
Psychology
Vol.2 No.9
,December 2, 2011
DOI:
10.4236/psych.2011.29142
9,638
Downloads
20,474
Views
Citations
Research of Work-Family Balance Based on Family Life Cycle
(Articles)
Shumin Yan
,
Yiwen Zhou
Open Journal of Social Sciences
Vol.4 No.11
,November 30, 2016
DOI:
10.4236/jss.2016.411018
2,814
Downloads
7,687
Views
Citations
Mutual Experiences of Japanese Parents and Their Children When Late School-Age Children Engage in Meal-Related Family Routines: A Qualitative Analysis of Parent and Child Dyads
(Articles)
Saeko Ando
,
Tae Kawahara
,
Nagisa Yasui
,
Maiko Yasuzato
,
Marie Tabayashi
,
Yui Masui
,
Akemi Yamazaki
Open Journal of Nursing
Vol.12 No.6
,June 30, 2022
DOI:
10.4236/ojn.2022.126030
168
Downloads
648
Views
Citations
Mass Spectrum in the Minimal Supersymmetric 3-3-1 Model
(Articles)
Marcos Cardoso Rodriguez
Journal of Modern Physics
Vol.2 No.10
,October 21, 2011
DOI:
10.4236/jmp.2011.210149
5,790
Downloads
8,840
Views
Citations
Flat Directions and Leptogenesis in a “New”
uv
SSM
(Articles)
Marcos Cardoso Rodriguez
,
Ion Vasile Vancea
Open Access Library Journal
Vol.4 No.4
,April 12, 2017
DOI:
10.4236/oalib.1103405
727
Downloads
1,382
Views
Citations
Which Spouse First Decides in the Household? The Dynamics of Bargaining
(Articles)
Joaquín Andaluz Funcia
,
Miriam Marcén
,
José Alberto Molina Chueca
Theoretical Economics Letters
Vol.3 No.1
,February 26, 2013
DOI:
10.4236/tel.2013.31011
4,437
Downloads
7,122
Views
Citations
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