Multivariate GARCH Models - Articles - Scientific Research Publishing

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 5,607 Downloads 8,131 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 3,124 Downloads 4,994 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 3,764 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 1,799 Downloads 5,293 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 1,922 Downloads 5,145 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 2,335 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 399 Downloads 1,766 Views Citations
Multivariate Chemometric Analysis of a Polluted River of a Megalopolis (Articles)

Alejandro Gabriel García-Reiriz, Jorge Federico Magallanes, Marjan Vracko, Jure Zupan, Silvia Reich, Daniel Salvador Cicerone

Journal of Environmental Protection Vol.2 No.7, September 28, 2011

DOI: 10.4236/jep.2011.27103 6,010 Downloads 11,368 Views Citations
Influence of agronomic variables on quality of tomato fruits (Articles)

Marcos Hernández Suárez, Eladia Peña Méndez, Beatriz Rodríguez Galdón, Elena Rodríguez Rodríguez, Carlos Díaz Romero

Agricultural Sciences Vol.2 No.4, November 25, 2011

DOI: 10.4236/as.2011.24054 7,867 Downloads 14,474 Views Citations
Evaluation of Variations in Seed Vigour Characters of West African Rice (Oryza sativa L.) Genotypes Using Multivariate Technique (Articles)

M. A. Adebisi, F. S. Okelola, M. O. Ajala, T. O. Kehinde, I. O. Daniel, O. O. Ajani

American Journal of Plant Sciences Vol.4 No.2, February 27, 2013

DOI: 10.4236/ajps.2013.42047 7,220 Downloads 10,634 Views Citations
Comparative Analysis of Three Torbangun Clones (Plectranthus amboinicus (Lour.) Spreng) Based on Phenotypic Characteristics and Phenolic Content (Articles)

Nuri Andarwulan, Nancy Dewi Yuliana, Elva Hasna, Sandra Arifin Aziz, Tim D. Davis

American Journal of Plant Sciences Vol.5 No.24, December 1, 2014

DOI: 10.4236/ajps.2014.524383 3,693 Downloads 5,373 Views Citations
Holistic Evaluation of the Morbidity Due to Diabetes Mellitus Type 2 and Its Main Risk Factors in the State of San Luis Potosi, Mexico (Articles)

Gaytán-Hernández Darío, Domínguez-Cortinas Gabriela, Mejía-Saavedra José de Jesús, Márquez-Mireles Leonardo Ernesto

Journal of Diabetes Mellitus Vol.5 No.1, February 11, 2015

DOI: 10.4236/jdm.2015.51005 4,001 Downloads 5,556 Views Citations
Fruit and Vegetable Nutrition Value Assessment and Replacement Based on the Principal Component Analysis and Cluster Analysis (Articles)

Xiuhua Liang, Guangming Deng, Bin Yan

Applied Mathematics Vol.6 No.9, August 24, 2015

DOI: 10.4236/am.2015.69144 4,657 Downloads 6,867 Views Citations
Regional Differences in the Chemical Composition of Cuneiform Clay Tablets (Articles)

Etsuo Uchida, Daiki Niikuma, Ryota Watanabe

Archaeological Discovery Vol.3 No.4, September 30, 2015

DOI: 10.4236/ad.2015.34015 4,407 Downloads 6,412 Views Citations
Uncertainty in Precipitation Projection under Changing Climate Conditions: A Regional Case Study (Articles)

Sohom Mandal, Patrick A. Breach, Slobodan P. Simonovic

American Journal of Climate Change Vol.5 No.1, March 31, 2016

DOI: 10.4236/ajcc.2016.51012 3,848 Downloads 6,754 Views Citations
This article belongs to the Special Issue on Extreme Weather and Climate
RobCoP: A Matlab Package for Robust CoPlot Analysis (Articles)

Yasemin Kayhan Atilgan, Erdinc Levent Atilgan

Open Journal of Statistics Vol.7 No.1, February 13, 2017

DOI: 10.4236/ojs.2017.71003 2,210 Downloads 3,866 Views Citations
Applications of Normality Test in Statistical Analysis (Articles)

Nasrin Khatun

Open Journal of Statistics Vol.11 No.1, February 4, 2021

DOI: 10.4236/ojs.2021.111006 16,894 Downloads 31,497 Views Citations
Characterization and Classification of Agricultural Production Systems in the Galapagos Islands (Ecuador) (Articles)

Víctor Barrera, Álvaro Monteros-Altamirano, Marilú Valverde, Luis Escudero, Joanna Allauca, Angélica Zapata

Agricultural Sciences Vol.12 No.5, May 14, 2021

DOI: 10.4236/as.2021.125031 655 Downloads 2,919 Views Citations
Accuracy Enhancement of the Folin-Ciocalteu Method for Propolis (Articles)

Rosilene S. N. Paganotti, Paulo J. S. Barbeira

American Journal of Analytical Chemistry Vol.15 No.8, August 21, 2024

DOI: 10.4236/ajac.2024.158017 225 Downloads 1,453 Views Citations
Mass Spectrum in the Minimal Supersymmetric 3-3-1 Model (Articles)

Marcos Cardoso Rodriguez

Journal of Modern Physics Vol.2 No.10, October 21, 2011

DOI: 10.4236/jmp.2011.210149 6,087 Downloads 9,536 Views Citations

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