Symmetric and Asymmetric GARCH Models - Articles - Scientific Research Publishing

Modeling Stock Market Volatility Using GARCH Models: A Case Study of Nairobi Securities Exchange (NSE) (Articles)

Arfa Maqsood, Suboohi Safdar, Rafia Shafi, Ntato Jeremiah Lelit

Open Journal of Statistics Vol.7 No.2, April 30, 2017

DOI: 10.4236/ojs.2017.72026 2,892 Downloads 9,936 Views Citations
Comparative Study of the Reliability and Complexity of Symmetrical and Asymmetrical Cryptosystems for the Protection of Academic Data in the Democratic Republic of Congo (Articles)

Mugaruka Buduge Gulain, Jeremie Ndikumagenge, Buhendwa Nyenyezi Justin, Bulonza Masumbuko Alexis, Katho Seba Jacques

Journal of Information Security Vol.15 No.3, May 17, 2024

DOI: 10.4236/jis.2024.153017 215 Downloads 757 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 4,892 Downloads 9,689 Views Citations
Basic Functions for Computational Implementation of the Box-Cox Symmetric Class of Distributions (Articles)

Giovana Fumes-Ghantous, José Eduardo Corrente

Open Journal of Statistics Vol.11 No.6, December 16, 2021

DOI: 10.4236/ojs.2021.116059 327 Downloads 1,373 Views Citations
Use of Asymmetric Models to Adjust the Vitamin Intake Distribution Data for Older People (Articles)

José Eduardo Corrente, Giovana Fumes

Health Vol.8 No.9, June 22, 2016

DOI: 10.4236/health.2016.89092 2,170 Downloads 3,398 Views Citations
Implementation of the Estimating Functions Approach in Asset Returns Volatility Forecasting Using First Order Asymmetric GARCH Models (Articles)

Timothy Ndonye Mutunga, Ali Salim Islam, Luke Akong’o Orawo

Open Journal of Statistics Vol.5 No.5, August 19, 2015

DOI: 10.4236/ojs.2015.55047 3,641 Downloads 5,177 Views Citations
A New Fama-French 5-Factor Model Based on SSAEPD Error and GARCH-Type Volatility (Articles)

Wentao Zhou, Liuling Li

Journal of Mathematical Finance Vol.6 No.5, November 16, 2016

DOI: 10.4236/jmf.2016.65050 3,255 Downloads 7,978 Views Citations
Analysis of 48 US Industry Portfolios with a New Fama-French 5-Factor Model (Articles)

Liuling Li, Xiao Rao, Wentao Zhou, Bruce Mizrach

Applied Mathematics Vol.8 No.11, November 30, 2017

DOI: 10.4236/am.2017.811122 1,367 Downloads 6,690 Views Citations
Investigating the Impact of Geopolitical Risks and Uncertainty Factors on Bitcoin (Articles)

José Daniel Cardoso Rodrigues, Petros Golitsis, Pavlos Gkasis

Theoretical Economics Letters Vol.14 No.3, June 28, 2024

DOI: 10.4236/tel.2024.143059 391 Downloads 2,671 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 4,693 Downloads 6,124 Views Citations
Modeling Exchange Rate Volatility: Application of the GARCH and EGARCH Models (Articles)

Manamba Epaphra

Journal of Mathematical Finance Vol.7 No.1, February 6, 2017

DOI: 10.4236/jmf.2017.71007 6,048 Downloads 17,593 Views Citations
An Empirical Evaluation in GARCH Volatility Modeling: Evidence from the Stockholm Stock Exchange (Articles)

Chaido Dritsaki

Journal of Mathematical Finance Vol.7 No.2, May 19, 2017

DOI: 10.4236/jmf.2017.72020 3,815 Downloads 9,935 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 1,202 Downloads 2,829 Views Citations
This article belongs to the Special Issue on Computational Economics and Econometrics
Variable Selection in Finite Mixture of Time-Varying Regression Models (Articles)

Jing Liu, Wanzhou Ye

Advances in Pure Mathematics Vol.10 No.3, March 6, 2020

DOI: 10.4236/apm.2020.103007 702 Downloads 1,774 Views Citations
Determination of Asymmetric Dimethylarginine and Symmetric Dimethylarginine in Biological Samples of Mice Using LC/MS/MS (Articles)

Daisuke Saigusa, Mai Takahashi, Yoshitomi Kanemitsu, Ayako Ishida, Takaaki Abe, Tohru Yamakuni, Naoto Suzuki, Yoshihisa Tomioka

American Journal of Analytical Chemistry Vol.2 No.3, July 8, 2011

DOI: 10.4236/ajac.2011.23038 6,510 Downloads 13,103 Views Citations
Transient Response Characteristics of Separated Flow and Heat Transfer in Enlarged Rectangular Channel (Articles)

Hiroyuki Yoshikawa, Shota Shirakura, Mizue Munekata

Open Journal of Fluid Dynamics Vol.2 No.4A, January 2, 2013

DOI: 10.4236/ojfd.2012.24A033 4,353 Downloads 7,355 Views Citations
This article belongs to the Special Issue on Thermophysics and Fluid Science
Testing Bifacial PV Cells in Symmetric and Asymmetric Concentrating CPC Collectors (Articles)

Gomes João, Henrik Davidsson, Gruffman Christian, Maston Stefan, Karlsson Björn

Engineering Vol.5 No.1B, January 16, 2013

DOI: 10.4236/eng.2013.51B034 6,499 Downloads 8,949 Views Citations
Comparison of Two Sample Tests Using Both Relative Efficiency and Power of Test (Articles)

Edith Uzoma Umeh, Nkiru Obioma Eriobu

Open Journal of Statistics Vol.6 No.2, April 27, 2016

DOI: 10.4236/ojs.2016.62029 4,637 Downloads 7,350 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 4,695 Downloads 6,866 Views Citations
On the Contribution of the Stochastic Integrals to Econometrics (Articles)

Lewis N. K. Mambo, Rostin M. M. Mabela, Isaac K. Kanyama, Eugène M. Mbuyi

Applied Mathematics Vol.10 No.12, December 23, 2019

DOI: 10.4236/am.2019.1012073 870 Downloads 2,744 Views Citations

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