GARCH t Model - Articles - Scientific Research Publishing

Immune Control of Equine Infectious Anemia Virus Infection by Cell-Mediated and Humoral Responses (Articles)

Elissa J. Schwartz, Kasia A. Pawelek, Karin Harrington, Richard Cangelosi, Silvia Madrid

Applied Mathematics Vol.4 No.8A, August 6, 2013

DOI: 10.4236/am.2013.48A023 6,784 Downloads 9,979 Views Citations
This article belongs to the Special Issue on Mathematical Modeling
An Adjusted Model for Simple 1,2-Dyotropic Reactions. Ab Initio MO and VB Considerations (Articles)

Henk M. Buck

Open Journal of Physical Chemistry Vol.3 No.3, August 6, 2013

DOI: 10.4236/ojpc.2013.33015 3,396 Downloads 6,234 Views Citations
Application of Multiple Linear Regression and Manova to Evaluate Health Impacts Due to Changing River Water Quality (Articles)

Sudevi Basu, K. S. Lokesh

Applied Mathematics Vol.5 No.5, March 24, 2014

DOI: 10.4236/am.2014.55076 9,164 Downloads 12,105 Views Citations
This article belongs to the Special Issue on Regression Models
Mathematical Study of the Dynamics of the Development of HIV (Articles)

Gabriel Iyam Ogban, Konstantin Andreyevich Lebedev

Journal of Applied Mathematics and Physics Vol.4 No.1, January 15, 2016

DOI: 10.4236/jamp.2016.41010 4,422 Downloads 6,024 Views Citations
The Call Option Pricing Based on Investment Strategy with Stochastic Interest Rate (Articles)

Xin Zhang, Huisheng Shu, Xiu Kan, Yingyi Fang, Zhiwei Zheng

Journal of Mathematical Finance Vol.8 No.1, January 29, 2018

DOI: 10.4236/jmf.2018.81004 1,600 Downloads 4,286 Views Citations
Reliability Analysis of Automatic Transmission Based on T-S Fuzzy Fault Tree (Articles)

Chaokai Lei, Haitao Ji, Ning Hu

Open Access Library Journal Vol.5 No.6, June 14, 2018

DOI: 10.4236/oalib.1104659 797 Downloads 2,201 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 540 Downloads 1,528 Views Citations
Towards 6D Little String Theory of Particles (Articles)

Risto Raitio

Journal of High Energy Physics, Gravitation and Cosmology Vol.10 No.2, March 1, 2024

DOI: 10.4236/jhepgc.2024.102034 324 Downloads 1,218 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 9,695 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 5,210 Downloads 7,464 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 2,424 Views Citations
Put Options with Linear Investment for Hull-White Interest Rates (Articles)

Andrzej Korzeniowski, Niloofar Ghorbani

Journal of Mathematical Finance Vol.11 No.1, February 26, 2021

DOI: 10.4236/jmf.2021.111007 1,012 Downloads 2,630 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 7,726 Downloads 13,816 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 6,171 Downloads 10,541 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 4,997 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 1,800 Downloads 5,305 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 403 Downloads 1,776 Views Citations

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