Asymmetric GARCH - Articles - Scientific Research Publishing

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 7,726 Downloads 13,816 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 6,172 Downloads 10,546 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 5,609 Downloads 8,139 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 3,125 Downloads 4,997 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 1,363 Downloads 3,771 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 1,802 Downloads 5,312 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 1,924 Downloads 5,157 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 746 Downloads 2,339 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 403 Downloads 1,777 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 1,650 Downloads 4,418 Views Citations
Electronic Ratchet Nanodiodes (Articles)

Kunyuan XU, Gang WANG

Engineering Vol.1 No.2, August 24, 2009

DOI: 10.4236/eng.2009.12015 6,232 Downloads 10,200 Views Citations
Ex-Ante Asymmetric Regulation and Retail Mmarket Competition: Evidence from Europe’s Mobile Industry (Articles)

Edmond Baranes, Cuong Hung Vuong

Technology and Investment Vol.2 No.4, November 4, 2011

DOI: 10.4236/ti.2011.24031 6,014 Downloads 10,789 Views Citations
Experimental Research on Asymmetric R&D Investment of R&D/Product Problem (Articles)

Huayao Zhang

Theoretical Economics Letters Vol.2 No.1, February 23, 2012

DOI: 10.4236/tel.2012.21016 4,020 Downloads 7,703 Views Citations
A Review of Epilepsy Diagnosis Using PET Parameters (Articles)

Yadalam Kiran Kumar, Shashi Bhushan Mehta, Uday Patil

Journal of Behavioral and Brain Science Vol.2 No.3, August 31, 2012

DOI: 10.4236/jbbs.2012.23049 4,976 Downloads 8,474 Views Citations
Credit Constraints and Decisions in Exports: Theory under Asymmetric Information (Articles)

Xin Zhang

Journal of Mathematical Finance Vol.2 No.3, August 31, 2012

DOI: 10.4236/jmf.2012.23026 4,921 Downloads 8,219 Views Citations
Vibrating Drivers for Transportation (Articles)

Ben Zion Sandler, Vladimir Chapsky

Modern Mechanical Engineering Vol.3 No.2, May 23, 2013

DOI: 10.4236/mme.2013.32011 3,998 Downloads 6,942 Views Citations
Asymmetric Somatic Plant Hybridization: Status and Applications (Articles)

Lakshmanan Prabhu Shankar, Eeckhaut Tom, Deryckere Dieter, Van Bockstaele Erik, Van Huylenbroeck Johan

American Journal of Plant Sciences Vol.4 No.8A, August 14, 2013

DOI: 10.4236/ajps.2013.48A001 8,560 Downloads 14,673 Views Citations
This article belongs to the Special Issue on Advances in Crop Genetics and Breeding
Modeling of IEEE1588 on OPNET and Analysis of Asymmetric Synchronizing Error in Smart Substation (Articles)

Jiongcong Chen, Haizhu Wang, Chunchao Hu, Kai Ma, Zexiang Cai

Energy and Power Engineering Vol.5 No.4B, October 29, 2013

DOI: 10.4236/epe.2013.54B103 3,840 Downloads 5,646 Views Citations
Is the Causal Nexus between Agricultural Commodity Futures and Spot Prices Asymmetric? Evidence from India (Articles)

Anto Joseph, Suresh K.G., Garima Sisodia

Theoretical Economics Letters Vol.5 No.2, April 21, 2015

DOI: 10.4236/tel.2015.52034 4,132 Downloads 5,721 Views Citations
Apical Right Ventricular Hypertrophic Cardiomyopathy—A Case Report (Short Report)

Ramachandran Muthiah

Case Reports in Clinical Medicine Vol.5 No.2, February 24, 2016

DOI: 10.4236/crcm.2016.52010 3,493 Downloads 5,967 Views Citations

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