Multivariate GARCH - Articles - Scientific Research Publishing

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
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
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 1,595 Downloads 4,297 Views Citations
Reinvestigation of the Interaction between the RMB Onshore and Offshore Markets: An Empirical Analysis Based on Hourly Data (Articles)

Zijiao Wang, Qunyong Wang

Modern Economy Vol.8 No.12, December 12, 2017

DOI: 10.4236/me.2017.812100 1,204 Downloads 3,050 Views Citations
Empirical Evidence of Associations and Similarities between the National Equity Markets Indexes and Crude Oil Prices in the International Market (Articles)

Andre Assis de Salles, Maria Eduarda Silva, Paulo Teles

Open Journal of Business and Management Vol.10 No.1, January 7, 2022

DOI: 10.4236/ojbm.2022.101010 313 Downloads 1,417 Views Citations
Study Based on SNOWNLP Model Mining of Stock Bar Investors’ Emotions on Stock Prices (Articles)

Chenyu Li

Modern Economy Vol.14 No.6, June 30, 2023

DOI: 10.4236/me.2023.146042 315 Downloads 1,276 Views Citations
Forecasting Portfolio Market Risk Using Multivariate GARCH-Vine Copula Approach (Articles)

Valentine Wanjiku Mwai, Cyprian Ondieki Omari, Simon Maina Mundia

Journal of Mathematical Finance Vol.15 No.4, November 7, 2025

DOI: 10.4236/jmf.2025.154031 123 Downloads 1,558 Views Citations
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
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 6,449 Downloads 11,286 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 4,850 Downloads 9,607 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

International Journal of Communications, Network and System Sciences Vol.8 No.4, April 2, 2015

DOI: 10.4236/ijcns.2015.84005 5,172 Downloads 7,388 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 9,361 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
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 1,191 Downloads 5,730 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 842 Downloads 2,355 Views Citations
Multivariate Statistical Analysis of Phyllite Samples Based on Chemical (XRF) and Mineralogical Data by XRD (Articles)

Eduardo Garzón Garzón, Antonio Ruíz-Conde, Pedro Jose Sánchez-Soto

American Journal of Analytical Chemistry Vol.3 No.5, May 29, 2012

DOI: 10.4236/ajac.2012.35047 6,467 Downloads 10,984 Views Citations
Multivariate Geostatistical Model for Groundwater Constituents in Texas (Articles)

Faye Anderson

International Journal of Geosciences Vol.5 No.13, December 26, 2014

DOI: 10.4236/ijg.2014.513132 5,501 Downloads 7,266 Views Citations
Bootstrap Implementation of Mardia’s K² Test and Performance Comparison with Royston’s H Test (Articles)

José Moral de la Rubia

Journal of Data Analysis and Information Processing Vol.14 No.1, February 5, 2026

DOI: 10.4236/jdaip.2026.141006 52 Downloads 274 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 7,653 Downloads 13,686 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 6,118 Downloads 10,444 Views Citations

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