Garch Processes; RCA Models; Garch Models; Time Varying Volatility; Kurtosis - Articles

Application of Multifractional Brownian Motion to Modeling Volatility and Risk in Financial Markets (Articles)

Bou Diop

Journal of Applied Mathematics and Physics Vol.13 No.11, November 17, 2025

DOI: 10.4236/jamp.2025.1311216 58 Downloads 430 Views Citations
Stochastic Model for Multiple Classes and Subclasses Simple Documents Processing (Articles)

Pierre Moukeli Mbindzoukou, Arsène Roland Moukoukou, Marius Massala

Intelligent Information Management Vol.13 No.2, March 9, 2021

DOI: 10.4236/iim.2021.132006 524 Downloads 1,508 Views Citations
CDS Evaluation Model with Neural Networks (Articles)

Eliana Angelini, Alessandro Ludovici

Journal of Service Science and Management Vol.2 No.1, March 21, 2009

DOI: 10.4236/jssm.2009.21003 6,563 Downloads 11,901 Views Citations
A Gibbs Sampling Algorithm to Estimate the Parameters of a Volatility Model: An Application to Ozone Data (Articles)

Verónica De Jesús Romo, Eliane R. Rodrigues, Guadalupe Tzintzun

Applied Mathematics Vol.3 No.12A, December 31, 2012

DOI: 10.4236/am.2012.312A299 5,533 Downloads 8,855 Views Citations
This article belongs to the Special Issue on Probability and Its Applications
Inference for Interest Rate Models Using Milstein’s Approximation (Articles)

Theodoro Koulis, Aera Thavaneswaran

Journal of Mathematical Finance Vol.3 No.1, February 28, 2013

DOI: 10.4236/jmf.2013.31010 3,826 Downloads 7,738 Views Citations
Ontology of Domains. Ontological Description Software Engineering Domain—The Standard Life Cycle (Articles)

Ekaterina M. Lavrischeva

Journal of Software Engineering and Applications Vol.8 No.7, July 24, 2015

DOI: 10.4236/jsea.2015.87033 2,788 Downloads 3,996 Views Citations
Recent Research and Development Status of Relaxed Optics and Laser Technology: A Review (Articles)

Petro Trokhimchuck

Optics and Photonics Journal Vol.11 No.7, July 28, 2021

DOI: 10.4236/opj.2021.117015 511 Downloads 1,731 Views Citations
This article belongs to the Special Issue on Laser Technology and Its Applications
Pricing Zero-Coupon CAT Bonds Using the Enlargement of Filtration Theory: A General Framework (Articles)

Zied Chaieb, Djibril Gueye

Journal of Mathematical Finance Vol.12 No.3, August 25, 2022

DOI: 10.4236/jmf.2022.123031 307 Downloads 1,290 Views Citations
Modeling Customer Reactions to Congestion in Competitive Service Facilities (Articles)

Mohammad Saidi-Mehrabad, Ebrahim Teimory, Ali Pahlavani

Journal of Service Science and Management Vol.3 No.2, June 29, 2010

DOI: 10.4236/jssm.2010.32024 5,963 Downloads 10,630 Views Citations
Kasner Universe in Creation-Field Cosmology (Articles)

Kishor S. Adhav, Meena V. Dawande, Maya S. Desale, Ranjita B. Raut

Journal of Modern Physics Vol.1 No.3, September 8, 2010

DOI: 10.4236/jmp.2010.13028 4,847 Downloads 9,307 Views Citations
A Structural Overview through GR(s) Models Characteristics for Better Yearly Runoff Simulation (Review)

Safouane Mouelhi, Khaoula Madani, Fethi Lebdi

Open Journal of Modern Hydrology Vol.3 No.4, October 7, 2013

DOI: 10.4236/ojmh.2013.34022 5,471 Downloads 9,635 Views Citations
Recurrence of Space-Time Events (Articles)

Nasr Ahmed

Journal of Modern Physics Vol.6 No.13, October 19, 2015

DOI: 10.4236/jmp.2015.613182 4,910 Downloads 6,607 Views Citations
An Accurate and Computationally Efficient Explicit Friction Factor Model (Articles)

Uchechukwu Herbert Offor, Sunday Boladale Alabi

Advances in Chemical Engineering and Science Vol.6 No.3, May 24, 2016

DOI: 10.4236/aces.2016.63024 4,230 Downloads 9,269 Views Citations
Development of a Modelling Script of Time Series Suitable for Data Mining (Articles)

Víctor Sanz-Fernández, Remedios Cabrera, Rubén Muñoz-Lechuga, Antonio Sánchez-Navas, Ivone A. Czerwinski

Open Journal of Statistics Vol.6 No.4, July 22, 2016

DOI: 10.4236/ojs.2016.64047 2,074 Downloads 3,649 Views Citations
An Econometric Time Series GDP Model Analysis: Statistical Evidences and Investigations (Articles)

Habib Ahmed Elsayir

Journal of Applied Mathematics and Physics Vol.6 No.12, December 27, 2018

DOI: 10.4236/jamp.2018.612219 2,014 Downloads 17,434 Views Citations
A Comparison of Deterministic and Stochastic Susceptible-Infected-Susceptible (SIS) and Susceptible-Infected-Recovered (SIR) Models (Articles)

Abdelmalik Moujahid, Fernando Vadillo

Open Journal of Modelling and Simulation Vol.9 No.3, July 19, 2021

DOI: 10.4236/ojmsi.2021.93016 436 Downloads 2,296 Views Citations
Closed-Loop System Identification Approach of the Inertial Models (Articles)

Irina Cojuhari

Applied Mathematics Vol.14 No.2, February 7, 2023

DOI: 10.4236/am.2023.142006 267 Downloads 1,384 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 6,017 Downloads 9,437 Views Citations
Flat Directions and Leptogenesis in a “New” uv SSM (Articles)

Marcos Cardoso Rodriguez, Ion Vasile Vancea

Open Access Library Journal Vol.4 No.4, April 12, 2017

DOI: 10.4236/oalib.1103405 868 Downloads 1,874 Views Citations
Semiparametric Estimation of Multivariate GARCH Models (Articles)

Claudio Morana

Open Journal of Statistics Vol.5 No.7, December 30, 2015

DOI: 10.4236/ojs.2015.57083 5,134 Downloads 6,847 Views Citations

First <...456 ...>Last

	[email protected]
	+86 18163351462 (WhatsApp)
	1655362766
	SCIRP WeChat

All	Title	Abstract	Keywords
DOI	Author	Journal	Affiliation
ISSN	Subject

	[email protected]
	+86 18163351462(WhatsApp)
	1655362766

	Paper Publishing WeChat

Browse Subjects

Publish with us

Home

About SCIRP

Service

Policies