Symmetric and Asymmetric GARCH Models - Articles - Scientific Research Publishing

A Review of Price Forecasting Problem and Techniques in Deregulated Electricity Markets (Articles)

Nitin Singh, S. R. Mohanty

Journal of Power and Energy Engineering Vol.3 No.9, September 10, 2015

DOI: 10.4236/jpee.2015.39001 6,615 Downloads 10,472 Views Citations
Financial Time Series Modelling of Trends and Patterns in the Energy Markets (Articles)

Jane Aduda, Patrick Weke, Philip Ngare, Joseph Mwaniki

Journal of Mathematical Finance Vol.6 No.2, May 23, 2016

DOI: 10.4236/jmf.2016.62027 3,180 Downloads 5,434 Views Citations
Unravelling the Cipher of Indian Rupee’s Volatility: Testing the Forecasting Efficacy of the Rolling Symmetric and Asymmetric GARCH Models (Articles)

Shalini Talwar, Aparna Bhat

Theoretical Economics Letters Vol.8 No.6, April 23, 2018

DOI: 10.4236/tel.2018.86079 889 Downloads 2,202 Views Citations
This article belongs to the Special Issue on Computational Economics and Econometrics
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 352 Downloads 1,512 Views Citations
Multiobjective Nonlinear Symmetric Duality Involving Generalized Pseudoconvexity (Articles)

Mohamed Abd El-Hady Kassem

Applied Mathematics Vol.2 No.10, October 11, 2011

DOI: 10.4236/am.2011.210172 5,510 Downloads 9,222 Views Citations
Denoising of Medical Images Using Multiwavelet Transforms and Various Thresholding Techniques (Articles)

Abdullah Al Jumah, Mohammed Gulam Ahamad, Syed Amjad Ali

Journal of Signal and Information Processing Vol.4 No.1, February 27, 2013

DOI: 10.4236/jsip.2013.41003 5,758 Downloads 9,282 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 2,430 Downloads 8,966 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 473 Downloads 2,073 Views Citations
Navigating the Quantum Threat Landscape: Addressing Classical Cybersecurity Challenges (Articles)

Sabina Sokol

Journal of Quantum Information Science Vol.13 No.2, June 30, 2023

DOI: 10.4236/jqis.2023.132005 460 Downloads 1,830 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 348 Downloads 1,416 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 6,506 Downloads 11,445 Views Citations
Symmetric Stability in Symmetric Games (Articles)

Andreas Hefti

Theoretical Economics Letters Vol.6 No.3, June 9, 2016

DOI: 10.4236/tel.2016.63056 1,914 Downloads 3,141 Views Citations
Color Information Encoding Based on Phase-Truncated Gyrator Transform Domain (Articles)

Muhammad Rafiq Abuturab, Tajuddin Ali Ahmad

International Journal of Communications, Network and System Sciences Vol.7 No.4, April 15, 2014

DOI: 10.4236/ijcns.2014.74013 3,820 Downloads 5,600 Views Citations
This article belongs to the Special Issue on Communication Cryptography Technology
Measuring Asymmetric Nature of Beta Using a Smooth Linear Transformation (Articles)

Subrata Kumar Mitra

Theoretical Economics Letters Vol.9 No.6, August 29, 2019

DOI: 10.4236/tel.2019.96128 579 Downloads 1,941 Views Citations
The Code of the Symmetric Net with m = 4 and μ = 2 (Articles)

Ahmad N. Al-Kenani

Open Journal of Discrete Mathematics Vol.2 No.1, January 20, 2012

DOI: 10.4236/ojdm.2012.21001 4,209 Downloads 8,723 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 5,212 Downloads 7,469 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 6,048 Downloads 9,442 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 1,163 Downloads 3,569 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 1,210 Downloads 5,808 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 874 Downloads 2,426 Views Citations

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