Multivariate Volatility Processes - Articles - Scientific Research Publishing

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
CDS Evaluation Model with Neural Networks (Articles)

Eliana Angelini, Alessandro Ludovici

Journal of Service Science and Management Vol.2 No.1, March 21, 2009

DOI: 10.4236/jssm.2009.21003 6,636 Downloads 12,001 Views Citations
International Linkages of the Indian Commodity Futures Markets (Articles)

Brajesh Kumar, Ajay Pandey

Modern Economy Vol.2 No.3, July 28, 2011

DOI: 10.4236/me.2011.23027 14,480 Downloads 29,787 Views Citations
Recent Developments in Option Pricing (Articles)

Hui Gong, You Liang, Aerambamoorthy Thavaneswaran

Journal of Mathematical Finance Vol.1 No.3, November 25, 2011

DOI: 10.4236/jmf.2011.13009 7,034 Downloads 14,519 Views Citations
Co-movements of Oil, Gold, the U.S. Dollar, and Stocks (Articles)

Subarna K. Samanta, Ali H. M. Zadeh

Modern Economy Vol.3 No.1, January 5, 2012

DOI: 10.4236/me.2012.31015 10,258 Downloads 19,042 Views Citations
Tail Quantile Estimation of Heteroskedastic Intraday Increases in Peak Electricity Demand (Articles)

Caston Sigauke, Andréhette Verster, Delson Chikobvu

Open Journal of Statistics Vol.2 No.4, October 31, 2012

DOI: 10.4236/ojs.2012.24054 3,255 Downloads 5,713 Views Citations
A Gibbs Sampling Algorithm to Estimate the Parameters of a Volatility Model: An Application to Ozone Data (Articles)

Verónica De Jesús Romo, Eliane R. Rodrigues, Guadalupe Tzintzun

Applied Mathematics Vol.3 No.12A, December 31, 2012

DOI: 10.4236/am.2012.312A299 5,572 Downloads 8,940 Views Citations
This article belongs to the Special Issue on Probability and Its Applications
Super-Diffusive Noise Source in Asset Dynamics (Articles)

Max-Olivier Hongler

Journal of Mathematical Finance Vol.3 No.1, February 26, 2013

DOI: 10.4236/jmf.2013.31004 4,018 Downloads 6,718 Views Citations
Forecasting Realized Volatility Using Subsample Averaging (Articles)

Huiyu Huang, Tae-Hwy Lee

Open Journal of Statistics Vol.3 No.5, October 9, 2013

DOI: 10.4236/ojs.2013.35044 4,149 Downloads 6,897 Views Citations
Bayesian Estimation of Non-Gaussian Stochastic Volatility Models (Articles)

Asma Graja Elabed, Afif Masmoudi

Journal of Mathematical Finance Vol.4 No.2, February 19, 2014

DOI: 10.4236/jmf.2014.42009 5,234 Downloads 8,286 Views Citations
Interest Rate Volatility: A Consol Rate Approach (Articles)

Vincent Brousseau, Alain Durré

Journal of Mathematical Finance Vol.5 No.1, February 13, 2015

DOI: 10.4236/jmf.2015.51006 5,132 Downloads 7,323 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 3,642 Downloads 5,181 Views Citations
Uncertain Volatility Derivative Model Based on the Polynomial Chaos (Articles)

Stefanos Drakos

Journal of Mathematical Finance Vol.6 No.1, February 19, 2016

DOI: 10.4236/jmf.2016.61007 3,869 Downloads 5,408 Views Citations
Influence of Open-End Funds on Stock Market Volatility-Analysis Based on Shanghai Composite (Articles)

Na Zhu

American Journal of Industrial and Business Management Vol.6 No.4, April 22, 2016

DOI: 10.4236/ajibm.2016.64045 2,891 Downloads 4,178 Views Citations
A New Procedure to Test for Fractional Integration (Articles)

William Rea, Chris Price, Les Oxley, Marco Reale, Jennifer Brown

Open Journal of Statistics Vol.6 No.4, August 23, 2016

DOI: 10.4236/ojs.2016.64055 1,887 Downloads 3,289 Views Citations

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