Multivariate GARCH Model - Articles - Scientific Research Publishing

Estimation and Application of GARCH-X Model Based on High-Frequency Data (Articles)

Zefang Song, Lingjun Chen, Wenlin Huang

American Journal of Industrial and Business Management Vol.15 No.2, February 20, 2025

DOI: 10.4236/ajibm.2025.152012 227 Downloads 1,521 Views Citations
This article belongs to the Special Issue on Business, Finance and Investment
Economic Policy Uncertainty and Gold Futures Volatility: A GARCH-MIDAS Approach (Articles)

Rui Wu, Liu Zhuang, Mengfan He

Open Journal of Business and Management Vol.14 No.3, April 8, 2026

DOI: 10.4236/ojbm.2026.143074 80 Downloads 439 Views Citations
Pseudodistance Methods Using Simultaneously Sample Observations and Nearest Neighbour Distance Observations for Continuous Multivariate Models (Articles)

Andrew Luong

Open Journal of Statistics Vol.9 No.4, August 13, 2019

DOI: 10.4236/ojs.2019.94030 658 Downloads 1,588 Views Citations
The Method for Optimum Estimation of COVID-19 Variant Type Virus Infection Status Analysis by the Multivariate Analysis Considering the Environmental Variability Impact in Japan (Articles)

Eiji Toma, Yukinori Kobayashi

Journal of Applied Mathematics and Physics Vol.10 No.2, February 23, 2022

DOI: 10.4236/jamp.2022.102033 539 Downloads 1,523 Views Citations
R-Factor Analysis of Data Based on Population Models Comprising R- and Q-Factors Leads to Biased Loading Estimates (Articles)

André Beauducel

Open Journal of Statistics Vol.14 No.1, February 9, 2024

DOI: 10.4236/ojs.2024.141002 387 Downloads 1,210 Views Citations
Risk Factors Associated with Hospital Mortality: Analysis of the Length ofStay Using Risk Prediction Cox Regression Non-Proportional Hazard Model (Articles)

Mawahib Mohamed Abdelgayoum Ahmed, Ahmed Elfaham, Ahmed Asad, Ahmed Alsaeidi, Mohamed Shoukri

Open Journal of Emergency Medicine Vol.12 No.4, December 26, 2024

DOI: 10.4236/ojem.2024.124018 101 Downloads 640 Views Citations
Transformer with Sparse Mixture of Experts for Time-Series Data Prediction in Industrial IoT Systems (Articles)

Feng Shi, Bolin Li, Weidong Zhang

Engineering Vol.17 No.3, March 26, 2025

DOI: 10.4236/eng.2025.173015 117 Downloads 734 Views Citations
Evaluating Physico-Mechanical Behaviour of Pyrethrum Using Principal Component Analysis and Response Surface Modeling for Optimal Design and Performance of Precision Harvesters (Articles)

Andrew Mwamba, Frankline Mwiti, Solomon Mulindi

Open Journal of Optimization Vol.14 No.4, December 1, 2025

DOI: 10.4236/ojop.2025.144009 90 Downloads 498 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
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 6,505 Downloads 11,433 Views Citations
Multivariate Analyses for Finding Significant Track Irregularities to Generate an Optimal Track Maintenance Schedule (Articles)

Mami Matsumoto, Masashi Miwa, Tatsuo Oyama

American Journal of Operations Research Vol.12 No.6, November 29, 2022

DOI: 10.4236/ajor.2022.126015 279 Downloads 1,153 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 4,892 Downloads 9,692 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 5,205 Downloads 7,457 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 1,209 Downloads 5,806 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 2,419 Views Citations
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 4,140 Views Citations
Geo-Hazard Susceptibility Assessment and Its Impacts on Livelihoods in Kerio Valley, Kenya (Articles)

Mark Boitt, John Gathoni

International Journal of Geosciences Vol.13 No.3, March 22, 2022

DOI: 10.4236/ijg.2022.133011 903 Downloads 2,969 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 6,526 Downloads 11,081 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 5,544 Downloads 7,358 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 75 Downloads 340 Views Citations

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