Multivariate GARCH Model - Articles - Scientific Research Publishing

Financial Integration and Portfolio Diversification: Evidence from CIVETS Stock Markets (Articles)

Kashif Saleem, Osama Al-Hares, Sheraz Ahmed

Theoretical Economics Letters Vol.6 No.6, December 14, 2016

DOI: 10.4236/tel.2016.66121 1,701 Downloads 3,357 Views Citations
Modeling Exchange Rate Volatility: Application of the GARCH and EGARCH Models (Articles)

Manamba Epaphra

Journal of Mathematical Finance Vol.7 No.1, February 6, 2017

DOI: 10.4236/jmf.2017.71007 6,050 Downloads 17,597 Views Citations
Accounting and Stock Market Performance in the US: Evidence from Joiners and Leavers (Articles)

Christos Floros, Efthalia Tabouratzi, Dimitris Charamis, Stella Zounta

Theoretical Economics Letters Vol.7 No.4, May 17, 2017

DOI: 10.4236/tel.2017.74050 1,921 Downloads 4,346 Views Citations
An Empirical Evaluation in GARCH Volatility Modeling: Evidence from the Stockholm Stock Exchange (Articles)

Chaido Dritsaki

Journal of Mathematical Finance Vol.7 No.2, May 19, 2017

DOI: 10.4236/jmf.2017.72020 3,816 Downloads 9,941 Views Citations
Dynamic Conditional Correlation between Electricity, Energy (Commodity) and Financial Markets during the Financial Crisis in Greece (Articles)

Panagiotis G. Papaioannou, George P. Papaioannou, Akylas Stratigakos, Christos Dikaiakos

Journal of Mathematical Finance Vol.7 No.4, November 29, 2017

DOI: 10.4236/jmf.2017.74055 1,421 Downloads 3,627 Views Citations
Evaluating Volatility Forecasts with Ultra-High-Frequency Data—Evidence from the Australian Equity Market (Articles)

Kai Zhang, Lurion De Mello, Mehdi Sadeghi

Theoretical Economics Letters Vol.8 No.1, January 4, 2018

DOI: 10.4236/tel.2018.81001 1,450 Downloads 3,876 Views Citations
This article belongs to the Special Issue on Financial Economics
The Jump Dynamics of the Industry-Specific Nominal Effective Exchange Rate of RMB and the Impact of Major International Currencies on It—An Empirical Study Based on the ARJI Model (Articles)

Yuqi Wang

Journal of Financial Risk Management Vol.7 No.1, March 28, 2018

DOI: 10.4236/jfrm.2018.71005 1,224 Downloads 2,801 Views Citations
Which Model Performs Better While Forecasting Stock Market Volatility? Answer for Dhaka Stock Exchange (DSE) (Articles)

S. M. Abdullah, Mohammod Akbar Kabir, Kawsar Jahan, Salina Siddiqua

Theoretical Economics Letters Vol.8 No.14, October 26, 2018

DOI: 10.4236/tel.2018.814199 1,194 Downloads 3,110 Views Citations
Variable Selection in Finite Mixture of Time-Varying Regression Models (Articles)

Jing Liu, Wanzhou Ye

Advances in Pure Mathematics Vol.10 No.3, March 6, 2020

DOI: 10.4236/apm.2020.103007 702 Downloads 1,776 Views Citations
Risk Measurement and Performance Evaluation of Equity Funds Based on ARMA-GARCH Family Model (Articles)

Jingling Yang, Guoqiang Tang, Duancui Yang, Jianwen Zhang

Open Journal of Statistics Vol.10 No.2, April 29, 2020

DOI: 10.4236/ojs.2020.102022 766 Downloads 1,887 Views Citations
Convergence of a Randomised Change Point Estimator in GARCH Models (Articles)

George Awiakye-Marfo, Joseph Mung’atu, Patrick Weke

Journal of Mathematical Finance Vol.11 No.2, May 12, 2021

DOI: 10.4236/jmf.2021.112013 554 Downloads 1,481 Views Citations
The Predictive Performance of Extreme Value Analysis Based-Models in Forecasting the Volatility of Cryptocurrencies (Articles)

Cyprian Omari, Anthony Ngunyi

Journal of Mathematical Finance Vol.11 No.3, August 5, 2021

DOI: 10.4236/jmf.2021.113025 509 Downloads 2,427 Views Citations
ANN-Time Varying GARCH Model for Processes with Fixed and Random Periodicity (Articles)

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

Open Journal of Statistics Vol.11 No.5, October 8, 2021

DOI: 10.4236/ojs.2021.115040 299 Downloads 1,375 Views Citations
Modeling and Forecast of Ghana’s GDP Using ARIMA-GARCH Model (Articles)

Dwumah Barbara, Chenlong Li, Yingchuan Jing, Aning Samuel

Open Access Library Journal Vol.9 No.1, January 29, 2022

DOI: 10.4236/oalib.1108335 394 Downloads 2,638 Views Citations
Measuring Rice Price Volatility and Its Determinants in Tanzania: An Implication for Price Stabilization Policies (Articles)

Yohana James Mgale, Shauri Timothy, Provident Dimoso

Theoretical Economics Letters Vol.12 No.2, April 24, 2022

DOI: 10.4236/tel.2022.122031 557 Downloads 2,906 Views Citations
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 959 Downloads 3,142 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 359 Downloads 1,402 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 6,329 Downloads 12,744 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 6,829 Downloads 11,733 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 5,078 Downloads 9,130 Views Citations

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