Multivariate GARCH - Articles - Scientific Research Publishing

Using TGARCH-M to Model the Impact of Good News and Bad News on Covid-19 Related Stocks’ Volatilities (Articles)

Junqi Chen, Hui Li, Yan Lv

Journal of Financial Risk Management Vol.11 No.2, June 30, 2022

DOI: 10.4236/jfrm.2022.112023 786 Downloads 2,927 Views Citations
ANN-Time Varying GARCH Model: Simulations and Application in Modelling Temperature for Weather Derivatives (Articles)

Elias K. Karuiru, John Mwaniki Kihoro, Thomas Mageto, Anthony Gichuhi Waititu

Open Journal of Statistics Vol.12 No.3, June 30, 2022

DOI: 10.4236/ojs.2022.123027 346 Downloads 1,358 Views Citations
Quantification of GARCH (1, 1) Model Misspecification with Three Known Assumed Error Term Distributions (Articles)

Zonia Chandre Stiglingh, Modisane Bennett Seitshiro

Journal of Financial Risk Management Vol.11 No.3, August 11, 2022

DOI: 10.4236/jfrm.2022.113026 379 Downloads 2,691 Views Citations
Analyzing Inflation in the Saudi Arabia: An Empirical Analysis Using GARCH Model (Articles)

Abdelrahman Mohamed Mohamed Saeed

Open Journal of Business and Management Vol.12 No.4, July 22, 2024

DOI: 10.4236/ojbm.2024.124133 153 Downloads 954 Views Citations
Study on the Volatility of CSI Index Returns 300 Based on GARCH Modeling (Articles)

Zhipeng Cao, Jiayu Zhao

Open Journal of Business and Management Vol.13 No.6, October 16, 2025

DOI: 10.4236/ojbm.2025.136202 83 Downloads 597 Views Citations
Application of H-Point Standard Addition Method and Multivariate Calibration Methods to the Simultaneous Kinetic-Potentiometric Determination of Cerium(IV) and Dichoromate (Articles)

Mohammad Ali Karimi, Mohammad Hossein Mashhadizadeh, Mohammad Mazloum-Ardakani, Fatemeh Rahavian

American Journal of Analytical Chemistry Vol.1 No.2, September 14, 2010

DOI: 10.4236/ajac.2010.12010 6,285 Downloads 12,670 Views Citations
Biodiversity in a Tomato Germplasm for Free Amino Acid and Pigment Content of Ripening Fruits (Articles)

Guillermo Raúl Pratta, Gustavo Rubén Rodríguez, Roxana Zorzoli, Liliana Amelia Picardi, Estela Marta Valle

American Journal of Plant Sciences Vol.2 No.2, June 29, 2011

DOI: 10.4236/ajps.2011.22027 6,773 Downloads 11,636 Views Citations
Infraspecific Delimitation of Acacia senegal (Fabaceae) in Uganda (Articles)

John Wasswa Mulumba, Esezah Kakudidi

American Journal of Plant Sciences Vol.2 No.3, September 30, 2011

DOI: 10.4236/ajps.2011.23039 5,041 Downloads 9,061 Views Citations
Bias of the Random Forest Out-of-Bag (OOB) Error for Certain Input Parameters (Articles)

Matthew W. Mitchell

Open Journal of Statistics Vol.1 No.3, October 20, 2011

DOI: 10.4236/ojs.2011.13024 14,255 Downloads 24,063 Views Citations
Chebyshev Approximate Solution to Allocation Problem in Multiple Objective Surveys with Random Costs (Articles)

Mohammed Faisal khan, Irfan Ali, Qazi Shoeb Ahmad

American Journal of Computational Mathematics Vol.1 No.4, December 9, 2011

DOI: 10.4236/ajcm.2011.14029 5,444 Downloads 9,702 Views Citations
Exploring MIA-QSARs for farnesyltransferase inhibitory effect of antimalarial compounds refined by docking simulations (Articles)

Omar Deeb, Sherin Alfalah, Matheus P. Freitas, Elaine F. F. da Cunha, Teodorico C. Ramalho

Journal of Biophysical Chemistry Vol.3 No.1, February 15, 2012

DOI: 10.4236/jbpc.2012.31008 6,255 Downloads 10,929 Views Citations
Computation of the Multivariate Normal Integral over a Complex Subspace (Articles)

Kartlos Joseph Kachiashvili, Muntazim Abbas Hashmi

Applied Mathematics Vol.3 No.5, May 16, 2012

DOI: 10.4236/am.2012.35074 4,638 Downloads 8,127 Views Citations
Application of Multivariate Geostatistics to Investigate the Surface Sediment Distribution of the High-Energy and Shallow Sandy Spiekeroog Shelf at the German Bight, Southern North Sea (Articles)

Ella Meilianda, Katrin Huhn, Dedy Alfian, Alexander Bartholomae

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

DOI: 10.4236/ojms.2012.24014 6,347 Downloads 10,488 Views Citations
Bootstrap-T Technique for Minimax Multivariate Control Chart (Articles)

Johnson A. Adewara, Kayode S. Adekeye

Open Journal of Statistics Vol.2 No.5, December 13, 2012

DOI: 10.4236/ojs.2012.25059 4,851 Downloads 8,304 Views Citations
A Rank-Order Procedure Applied to an Ethoexperimental Behavior Model—The Multivariate Concentric Square Field^TM(MCSF) Test (Articles)

Bengt J. Meyerson, Betty Jurek, Erika Roman

Journal of Behavioral and Brain Science Vol.3 No.4, August 8, 2013

DOI: 10.4236/jbbs.2013.34035 5,011 Downloads 7,118 Views Citations
Comparison of Salt Tolerance in Brassicas and Some Related Species (Articles)

Jianjie Su, Shu Wu, Zhijie Xu, Si Qiu, Tingting Luo, Yimin Yang, Qitao Chen, Yuying Xia, Song Zou, Bang-Lian Huang, Bangquan Huang

American Journal of Plant Sciences Vol.4 No.10, September 25, 2013

DOI: 10.4236/ajps.2013.410234 7,571 Downloads 12,379 Views Citations
Pedestrian Countdown Signals: What Impact on Safe Crossing? (Articles)

Janusz Supernak, Vinay Verma, Iga Supernak

Open Journal of Civil Engineering Vol.3 No.3B, October 11, 2013

DOI: 10.4236/ojce.2013.33B007 5,574 Downloads 10,328 Views Citations
On the Average Errors of Multivariate Lagrange Interpolation (Articles)

Zengbo Zhang, Yanjie Jiang

Journal of Applied Mathematics and Physics Vol.1 No.6, November 27, 2013

DOI: 10.4236/jamp.2013.16001 3,225 Downloads 5,360 Views Citations
Assessing spatial genetic structure from molecular marker data via principal component analyses: A case study in a Prosopis sp. forest (Articles)

Ingrid Teich, Aníbal Verga, Mónica Balzarini

Advances in Bioscience and Biotechnology Vol.5 No.2, January 24, 2014

DOI: 10.4236/abb.2014.52013 6,001 Downloads 9,537 Views Citations
This article belongs to the Special Issue on Molecular Marker
HS-SPME/GC-MS Analysis of VOC and Multivariate Techniques Applied to the Discrimination of Brazilian Varieties of Mango (Articles)

Clícia Maria de Jesus Benevides, Marcos de Almeida Bezerra, Pedro Afonso P. Pereira, Jailson Bittencourt de Andrade

American Journal of Analytical Chemistry Vol.5 No.3, February 17, 2014

DOI: 10.4236/ajac.2014.53019 6,550 Downloads 9,881 Views Citations

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