GARCH Model - Articles - Scientific Research Publishing

Modelling Dependence of Cryptocurrencies Using Copula Garch (Articles)

Eric M. Kimani, Anthony Ngunyi, Joseph K. Mungatu

Journal of Mathematical Finance Vol.13 No.3, August 24, 2023

DOI: 10.4236/jmf.2023.133020 317 Downloads 1,347 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 5,472 Downloads 10,003 Views Citations
A Research on Interbank Loan Interest Rate Fluctuation Characteristics and the VaR Risk of China’s Commercial Banks (Articles)

Baoqian Wang, Cheng Wang, Xikun Zhang

Modern Economy Vol.3 No.6, October 31, 2012

DOI: 10.4236/me.2012.36097 5,996 Downloads 9,362 Views Citations
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 1,134 Downloads 3,492 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 5,574 Downloads 8,059 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 1,346 Downloads 3,686 Views Citations
Stock Exchanges Comparison between Mainland China and H.K. Based on the SVL Model (Articles)

Jiahui Lin

Open Journal of Statistics Vol.7 No.3, May 11, 2017

DOI: 10.4236/ojs.2017.73027 1,870 Downloads 5,955 Views Citations
Quantification of GARCH (1, 1) Model Misspecification with Three Known Assumed Error Term Distributions (Articles)

Zonia Chandre Stiglingh, Modisane Bennett Seitshiro

Journal of Financial Risk Management Vol.11 No.3, August 11, 2022

DOI: 10.4236/jfrm.2022.113026 379 Downloads 2,691 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 4,427 Downloads 7,261 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 4,671 Downloads 6,071 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 5,131 Downloads 6,829 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 1,193 Downloads 2,576 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 1,157 Downloads 2,745 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 153 Downloads 955 Views Citations
Study on the Volatility of CSI Index Returns 300 Based on GARCH Modeling (Articles)

Zhipeng Cao, Jiayu Zhao

Open Journal of Business and Management Vol.13 No.6, October 16, 2025

DOI: 10.4236/ojbm.2025.136202 83 Downloads 598 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 893 Downloads 2,751 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 661 Downloads 2,074 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 2,582 Downloads 3,893 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 2,837 Downloads 4,085 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 102 Downloads 846 Views Citations

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