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

Flexible Reduced Logarithmic-Inverse Lomax Distribution with Application for Bladder Cancer (Articles)

Mohamed M. Buzaridah, Dina A. Ramadan, Beih S. El-Desouky

Open Journal of Modelling and Simulation Vol.9 No.4, August 31, 2021

DOI: 10.4236/ojmsi.2021.94023 366 Downloads 1,549 Views Citations
Exploiting the European Volatility Index Features: Anti-Persistence, Skewness, Kurtosis, and the Role of the Hurst Exponent (Articles)

Michele Anelli, Michele Patanè, Stefano Zedda

Modern Economy Vol.14 No.5, May 31, 2023

DOI: 10.4236/me.2023.145034 227 Downloads 1,003 Views Citations
R-Factor Analysis of Data Based on Population Models Comprising R- and Q-Factors Leads to Biased Loading Estimates (Articles)

André Beauducel

Open Journal of Statistics Vol.14 No.1, February 9, 2024

DOI: 10.4236/ojs.2024.141002 364 Downloads 1,156 Views Citations
Bootstrap Implementation of Mardia’s K² Test and Performance Comparison with Royston’s H Test (Articles)

José Moral de la Rubia

Journal of Data Analysis and Information Processing Vol.14 No.1, February 5, 2026

DOI: 10.4236/jdaip.2026.141006 56 Downloads 283 Views Citations
Exploiting Virtual Elasticity of Production Systems for Respecting OTD-Part 1: Post-Optimality Conditions for Ergodic Order Arrivals in Fixed Capacity Regimes (Articles)

Bruno G. Rüttimann, Martin T. Stöckli

American Journal of Operations Research Vol.10 No.6, November 30, 2020

DOI: 10.4236/ajor.2020.106018 311 Downloads 1,134 Views Citations
A retrospective view on the history of natural sciences in XX-XXI (Articles)

Vladislav Sergeyevich Olkhovsky

Natural Science Vol.2 No.3, April 12, 2010

DOI: 10.4236/ns.2010.23035 5,972 Downloads 11,953 Views Citations
Pricing and Hedging in Stochastic Volatility Regime Switching Models (Articles)

Stéphane Goutte

Journal of Mathematical Finance Vol.3 No.1, February 26, 2013

DOI: 10.4236/jmf.2013.31006 5,228 Downloads 9,561 Views Citations
Food Commodity Prices Volatility: The Role of Biofuels (Articles)

Christopher L. Gilbert, Harriet K. Mugera

Natural Resources Vol.5 No.5, April 29, 2014

DOI: 10.4236/nr.2014.55019 5,513 Downloads 8,371 Views Citations
This article belongs to the Special Issue on Biofuel Research
On Volatility Transmission from Crude Oil to Agricultural Commodities (Articles)

Dilip Kumar

Theoretical Economics Letters Vol.7 No.2, February 3, 2017

DOI: 10.4236/tel.2017.72009 2,037 Downloads 4,621 Views Citations
Averting Disaster: Leverage Limits for Single-Stock Leveraged ETFs (Articles)

Matthew S. Crouse

Journal of Mathematical Finance Vol.12 No.4, October 21, 2022

DOI: 10.4236/jmf.2022.124033 309 Downloads 2,002 Views Citations
Agricultural Commodity Markets: Reference Point for the Real Value of a Currency (Articles)

Ian McFarlane

Modern Economy Vol.5 No.5, May 23, 2014

DOI: 10.4236/me.2014.55050 4,407 Downloads 6,237 Views Citations
Does the Implied Volatility Index Have Signaling Power? Evidence from Mexico (Articles)

Jin Yong Yang, Junyoung Heo, In-Sung Yeo, Sang-Heon Lee

Modern Economy Vol.5 No.8, July 18, 2014

DOI: 10.4236/me.2014.58080 3,638 Downloads 5,664 Views Citations
Implied Idiosyncratic Volatility and Stock Return Predictability (Articles)

Cesario Mateus, Worawuth Konsilp

Journal of Mathematical Finance Vol.4 No.5, November 26, 2014

DOI: 10.4236/jmf.2014.45032 5,116 Downloads 7,602 Views Citations
The Effect of Money Supply on the Volatility of Korean Stock Market (Articles)

Ki-Hong Choi, Seong-Min Yoon

Modern Economy Vol.6 No.5, May 14, 2015

DOI: 10.4236/me.2015.65052 5,042 Downloads 7,072 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 5,637 Downloads 6,770 Views Citations
Fair Value and Its Economic Consequence on the Volatility Measures of Earnings, Stock Price and Government Debt Yield (Articles)

Lan Sun

Theoretical Economics Letters Vol.4 No.9, December 22, 2014

DOI: 10.4236/tel.2014.49114 10,152 Downloads 12,780 Views Citations
Empirical Analysis of Potential Put-Call Parity Arbitrage Opportunities with Particular Focus on the Shanghai Stock Exchange 50 Index (Articles)

Elmar Steurer, Ernst J. Fahling, Jiali Du

Journal of Financial Risk Management Vol.11 No.1, January 29, 2022

DOI: 10.4236/jfrm.2022.111003 538 Downloads 3,239 Views Citations
World-Universe Model Predictions (Articles)

Vladimir S. Netchitailo

Journal of High Energy Physics, Gravitation and Cosmology Vol.6 No.2, April 30, 2020

DOI: 10.4236/jhepgc.2020.62022 856 Downloads 2,872 Views Citations
ERP Software Selection Processes: A Case Study inthe Metal Transformation Sector (Articles)

Antonio Hidalgo, José Albors, Luis Gómez

Intelligent Information Management Vol.3 No.1, January 29, 2011

DOI: 10.4236/iim.2011.31001 10,273 Downloads 20,241 Views Citations
Cellulase Production by Endophytic Strains of Trichoderma reesei from Baccharis dracunculifolia D. C. (Asteraceae) (Articles)

Sideney Becker Onofre, Taismara Bonfante, Zípora Morgana Quinteiro dos Santos, Marielly Coradin de Moura, Aline Filakowski Cardoso

Advances in Microbiology Vol.4 No.5, April 24, 2014

DOI: 10.4236/aim.2014.45034 4,994 Downloads 8,018 Views Citations

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