Time Varying GARCH - Articles - Scientific Research Publishing

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 844 Downloads 2,360 Views Citations
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 5,474 Downloads 10,005 Views Citations
The Theory of Higher-Order Types of Asymptotic Variation for Differentiable Functions. Part I: Higher-Order Regular, Smooth and Rapid Variation (Articles)

Antonio Granata

Advances in Pure Mathematics Vol.6 No.12, November 10, 2016

DOI: 10.4236/apm.2016.612063 1,527 Downloads 2,824 Views Citations
Complements to the Theory of Higher-Order Types of Asymptotic Variation for Differentiable Functions (Articles)

Antonio Granata

Advances in Pure Mathematics Vol.9 No.5, May 29, 2019

DOI: 10.4236/apm.2019.95022 1,387 Downloads 2,371 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 7,653 Downloads 13,688 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 6,118 Downloads 10,444 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 5,574 Downloads 8,059 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 3,108 Downloads 4,949 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 1,346 Downloads 3,690 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 1,766 Downloads 5,155 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 1,868 Downloads 5,027 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 719 Downloads 2,274 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 368 Downloads 1,687 Views Citations
Imputed Empirical Likelihood for Varying Coefficient Models with Missing Covariates (Articles)

Peixin Zhao

Open Journal of Applied Sciences Vol.3 No.1B1, July 11, 2013

DOI: 10.4236/ojapps.2013.31B1009 7,737 Downloads 9,455 Views Citations
2-A Cosmological Model with Varying G and ∧ in General Relativity (Articles)

Harpreet, R. K. Tiwari, H. S. Sahota

Open Journal of Applied Sciences Vol.3 No.1B1, July 11, 2013

DOI: 10.4236/ojapps.2013.31B1015 5,292 Downloads 7,282 Views Citations
The Theory of Higher-Order Types of Asymptotic Variation for Differentiable Functions. Part II: Algebraic Operations and Types of Exponential Variation (Articles)

Antonio Granata

Advances in Pure Mathematics Vol.6 No.12, November 11, 2016

DOI: 10.4236/apm.2016.612064 1,506 Downloads 2,903 Views Citations
Does the Universe Really Expand, or Does the Size of Matter Shrink Instead? (Articles)

Hwei-Jang Yo

Journal of Modern Physics Vol.8 No.12, November 30, 2017

DOI: 10.4236/jmp.2017.812126 1,057 Downloads 6,458 Views Citations
Examination of Computational Precision versus Modeling Complexity for Open Channel Flow with Hydraulic Jump (Articles)

Theodore V. Hromadka II, Prasada Rao

Journal of Water Resource and Protection Vol.11 No.10, October 9, 2019

DOI: 10.4236/jwarp.2019.1110071 1,082 Downloads 2,467 Views Citations
Operations with Higher-Order Types of Asymptotic Variation: Filling Some Gaps (Articles)

Antonio Granata

Advances in Pure Mathematics Vol.11 No.8, August 12, 2021

DOI: 10.4236/apm.2021.118046 275 Downloads 1,283 Views Citations
The Role of Asymptotic Mean in the Geometric Theory of Asymptotic Expansions in the Real Domain (Articles)

Antonio Granata

Advances in Pure Mathematics Vol.5 No.2, February 26, 2015

DOI: 10.4236/apm.2015.52013 5,636 Downloads 6,762 Views Citations

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