Symmetric and Asymmetric GARCH Models - Articles - Scientific Research Publishing

Exploring the Priced Factors in ICAPM in Japan (Articles)

Chikashi TSUJI

Modern Economy Vol.2 No.4, September 21, 2011

DOI: 10.4236/me.2011.24078 5,514 Downloads 10,084 Views Citations
Hermitian Symmetry on a Hilbert Space—Its Applications to Some Asymmetric Phenomena (Articles)

Naohito Chino

Natural Science Vol.12 No.5, April 29, 2020

DOI: 10.4236/ns.2020.125020 640 Downloads 1,778 Views Citations
A Computer Program for Dynamic Load Simulation of Spur Gears with Asymmetric and Symmetric Teeth (Articles)

Fatih Karpat, Stephen Ekwaro-Osire, Esin Karpat

World Journal of Mechanics Vol.2 No.5, October 31, 2012

DOI: 10.4236/wjm.2012.25029 6,725 Downloads 11,881 Views Citations
Real Estate Pricing under Two-Sided Asymmetric Information (Articles)

Jeremy Sandford, Paul Shea

Theoretical Economics Letters Vol.3 No.4, July 17, 2013

DOI: 10.4236/tel.2013.34037 4,814 Downloads 7,582 Views Citations
To the Solution of a Spherically Symmetric Problem of General Relativity (Articles)

Valery V. Vasiliev, Leonid V. Fedorov

Journal of Modern Physics Vol.14 No.2, January 31, 2023

DOI: 10.4236/jmp.2023.142010 288 Downloads 1,331 Views Citations
A Simple Theory of Asymmetric Linear Elasticity (Articles)

Zehua Qiu

World Journal of Mechanics Vol.10 No.10, October 13, 2020

DOI: 10.4236/wjm.2020.1010012 1,059 Downloads 3,825 Views Citations
Construction of Non-Symmetric Balanced Incomplete Block Design through Combination of Symmetric Disjoint Balanced Incomplete Block Designs (Articles)

Troon John Benedict, Onyango Fredrick, Karanjah Anthony, Njuguna Edward

Open Journal of Statistics Vol.13 No.6, December 6, 2023

DOI: 10.4236/ojs.2023.136040 282 Downloads 1,182 Views Citations
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 7,727 Downloads 13,818 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 10,550 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 8,140 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 4,998 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 5,313 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 404 Downloads 1,781 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 1,651 Downloads 4,421 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 4,021 Downloads 7,707 Views Citations

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