Multivariate GARCH - Articles - Scientific Research Publishing

A Comparison of VaR Estimation Procedures for Leptokurtic Equity Index Returns (Articles)

Malay Bhattacharyya, Siddarth Madhav R

Journal of Mathematical Finance Vol.2 No.1, February 28, 2012

DOI: 10.4236/jmf.2012.21002 5,773 Downloads 11,626 Views Citations
Using Conditional Extreme Value Theory to Estimate Value-at-Risk for Daily Currency Exchange Rates (Articles)

Cyprian O. Omari, Peter N. Mwita, Antony G. Waititu

Journal of Mathematical Finance Vol.7 No.4, November 2, 2017

DOI: 10.4236/jmf.2017.74045 2,414 Downloads 8,864 Views Citations
Day of the Week and Weekend Effects in the Indian Stock Market (Articles)

Rashmi Ranjan Paital, Ajaya Kumar Panda

Theoretical Economics Letters Vol.8 No.11, August 24, 2018

DOI: 10.4236/tel.2018.811164 2,145 Downloads 12,585 Views Citations
Forecasting Value-at-Risk of Financial Markets under the Global Pandemic of COVID-19 Using Conditional Extreme Value Theory (Articles)

Cyprian Omari, Simon Mundia, Immaculate Ngina

Journal of Mathematical Finance Vol.10 No.4, October 22, 2020

DOI: 10.4236/jmf.2020.104034 1,725 Downloads 5,034 Views Citations
Impact of Macroeconomic Volatility on Stock Market Volatility in Bangladesh (Articles)

Md. Rafiqul Matin

Journal of Financial Risk Management Vol.12 No.3, September 20, 2023

DOI: 10.4236/jfrm.2023.123013 470 Downloads 2,068 Views Citations
A New Multi-Method Combination Forecasting Model for ESDD Predicting (Articles)

Haiyan SHUAI, Qingwu GONG

Energy and Power Engineering Vol.1 No.2, December 1, 2009

DOI: 10.4236/epe.2009.12015 6,163 Downloads 10,205 Views Citations
An Approximate Hotelling T²-Test for Heteroscedastic One-Way MANOVA (Articles)

Jin-Ting Zhang

Open Journal of Statistics Vol.2 No.1, January 19, 2012

DOI: 10.4236/ojs.2012.21001 6,899 Downloads 12,774 Views Citations
Bayesian Testing for Asset Volatility Persistence on Multivariate Stochastic Volatility Models (Articles)

Yong Li, Fang-Ping Peng, Hao-Feng Xu

Journal of Mathematical Finance Vol.2 No.1, February 28, 2012

DOI: 10.4236/jmf.2012.21010 5,634 Downloads 10,115 Views Citations
Discussion on IAEA and China Safety Regulation for NPP Coastal Defense Infrastructures against Typhoon/Hurricane Attacks (Articles)

Guilin Liu, Huajun Li, Defu Liu, Fengqing Wang, Tao Zou

World Journal of Nuclear Science and Technology Vol.2 No.3, July 23, 2012

DOI: 10.4236/wjnst.2012.23017 4,924 Downloads 9,615 Views Citations
Qualitative Differences in Pup-Retrieval Strategies in a Maternal Separation Paradigm (Articles)

Loudin Daoura, Ingrid Nylander, Erika Roman

Journal of Behavioral and Brain Science Vol.3 No.8, December 27, 2013

DOI: 10.4236/jbbs.2013.38064 5,019 Downloads 7,245 Views Citations
Algebraic Cryptanalysis of GOST Encryption Algorithm (Articles)

Ludmila Babenko, Ekaterina Maro

Journal of Computer and Communications Vol.2 No.4, March 17, 2014

DOI: 10.4236/jcc.2014.24002 5,198 Downloads 8,168 Views Citations
Rapid, Non-Destructive, Textile Classification Using SIMCA on Diffuse Near-Infrared Reflectance Spectra (Articles)

Christopher B. Davis, Kenneth W. Busch, Dennis H. Rabbe, Marianna A. Busch, Judith R. Lusk

Journal of Modern Physics Vol.6 No.6, May 6, 2015

DOI: 10.4236/jmp.2015.66076 5,123 Downloads 6,660 Views Citations
This article belongs to the Special Issue on Near Infrared
Observation-Oriented Causal Discovery for Cultivation Abandonment of Rice Terraces: Focusing on an Effect of Cultural Endemism on Decision-Making in Toraja, Indonesia (Articles)

Ayako Oide, Osamu Kozan, Tomoko Doko, Wenbo Chen

Agricultural Sciences Vol.7 No.2, February 24, 2016

DOI: 10.4236/as.2016.72010 2,983 Downloads 4,254 Views Citations
Prediction of Early Rebleeding and Mortality after Acute Esophageal Variceal Hemorrhage among Yemeni Patients in Major Hospitals—Sana’a (Articles)

Arege Yahya Hunaysh

Open Journal of Gastroenterology Vol.6 No.8, August 23, 2016

DOI: 10.4236/ojgas.2016.68027 2,032 Downloads 4,022 Views Citations
The Effects of Water Recycling on Flotation at a North American Concentrator—Part 1 (Articles)

Antonio Di Feo, Saviz Mortazavi, Sean Langley, Lucie Morin, Gauri Prabhakar, André Demers, Ian Bedard, Konstantin Volchek

Journal of Minerals and Materials Characterization and Engineering Vol.8 No.4, July 23, 2020

DOI: 10.4236/jmmce.2020.84016 892 Downloads 2,851 Views Citations
Dynamic Volatility Spillovers among Green Bonds, Green Stocks and Carbon Markets under the COVID-19: Evidence from China (Articles)

Siya Ye, Haomin Zhang, Qiao Lou

American Journal of Industrial and Business Management Vol.15 No.1, January 21, 2025

DOI: 10.4236/ajibm.2025.151004 159 Downloads 886 Views Citations
Decomposition of Supercritical Linear-Fractional Branching Processes (Articles)

Serik Sagitov, Altynay Shaimerdenova

Applied Mathematics Vol.4 No.2, February 27, 2013

DOI: 10.4236/am.2013.42054 3,693 Downloads 6,009 Views Citations
Structure Sorting of Multiple Macromolecular States in Heterogeneous Cryo-EM Samples by 3D Multivariate Statistical Analysis (Articles)

Bruno P. Klaholz

Open Journal of Statistics Vol.5 No.7, December 30, 2015

DOI: 10.4236/ojs.2015.57081 5,917 Downloads 7,696 Views Citations
This article belongs to the Special Issue on Multivariate Statistical Analysis
Typhoon/Hurricane/Tropical Cyclone Disasters: Prediction, Prevention and Mitigation (Articles)

Defu Liu, Fengqing Wang

Journal of Geoscience and Environment Protection Vol.7 No.5, May 17, 2019

DOI: 10.4236/gep.2019.75003 2,340 Downloads 4,144 Views Citations
A. M. Mathai Centre for Mathematical and Statistical Sciences: A Brief History of the Centre and Prof. Dr. A. M. Mathai’s Research and Education Programs at the Occasion of His 85th Anniversary (Articles)

Hans J. Haubold

Creative Education Vol.11 No.3, March 25, 2020

DOI: 10.4236/ce.2020.113028 1,170 Downloads 3,817 Views Citations

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