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

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 1,396 Downloads 3,570 Views Citations
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 1,181 Downloads 2,710 Views Citations
Consistency of the Model Order Change-Point Estimator for GARCH Models (Articles)

Irene W. Irungu, Peter N. Mwita, Antony G. Waititu

Journal of Mathematical Finance Vol.8 No.2, April 4, 2018

DOI: 10.4236/jmf.2018.82018 1,194 Downloads 2,587 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 738 Downloads 1,826 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 492 Downloads 2,357 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 380 Downloads 2,694 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 968 Views Citations
Is Global Simultaneousness Compatible with Special Relativity? (Articles)

Hans H. Diel

Open Access Library Journal Vol.2 No.6, June 17, 2015

DOI: 10.4236/oalib.1101606 804 Downloads 1,545 Views Citations
Motion and Special Relativity in Complex Spaces (Articles)

Jerzy K. Filus

Journal of Applied Mathematics and Physics Vol.12 No.1, January 31, 2024

DOI: 10.4236/jamp.2024.121025 231 Downloads 1,114 Views Citations
Asset Pricing Models and the Performance of European Energy Indices (Articles)

Georgios Galyfianakis

Theoretical Economics Letters Vol.14 No.2, April 7, 2024

DOI: 10.4236/tel.2024.142022 236 Downloads 1,003 Views Citations
Modelling and predicting low count child asthma hospital readmissions using General Additive Models (Articles)

Don Vicendese, Andriy Olenko, Shyamali Dharmage, Mimi Tang, Michael Abramson, Bircan Erbas

Open Journal of Epidemiology Vol.3 No.3, August 9, 2013

DOI: 10.4236/ojepi.2013.33019 3,742 Downloads 6,275 Views Citations
Statewide GNSS-RTN Systems: Current Practices (Articles)

Sajid Raza, Ahmed Al-Kaisy

Journal of Geographic Information System Vol.15 No.1, February 14, 2023

DOI: 10.4236/jgis.2023.151005 264 Downloads 1,439 Views Citations
Gravitational Waves in a Universe with Time-Varying Curvature (Articles)

J. C. Botke

Journal of High Energy Physics, Gravitation and Cosmology Vol.7 No.2, April 25, 2021

DOI: 10.4236/jhepgc.2021.72036 437 Downloads 1,320 Views Citations
A Survey of Wind Power Ramp Forecasting (Articles)

Tinghui Ouyang, Xiaoming Zha, Liang Qin

Energy and Power Engineering Vol.5 No.4B, October 16, 2013

DOI: 10.4236/epe.2013.54B071 7,374 Downloads 10,749 Views Citations
Evaluation of Models for Longevity in a Closed Nucleus Breeding Programme: A Case Study Kenyan Sahiwal (Articles)

Benjamin Musyimi Musingi, Leah Mumbi Mahianyu, E. Dorcas Mutheu Musingi

Open Journal of Animal Sciences Vol.11 No.2, April 28, 2021

DOI: 10.4236/ojas.2021.112021 590 Downloads 1,729 Views Citations
Exploring the Taxonomy of Survey Papers on Large Language Models Using Classical Machine Learning (Articles)

Maqsudur Rahman, Md. Shahjahan

Journal of Intelligent Learning Systems and Applications Vol.17 No.2, April 30, 2025

DOI: 10.4236/jilsa.2025.172006 154 Downloads 745 Views Citations
Comparative Review of QoS-Aware On-Demand Routing in Ad Hoc Wireless Networks (Review)

Ning Zhang, Alagan Anpalagan

Wireless Sensor Network Vol.2 No.4, April 23, 2010

DOI: 10.4236/wsn.2010.24038 6,742 Downloads 12,276 Views Citations
Assessing the Risks of Trading Strategies Using Acceptability Indices (Articles)

Masimba E. Sonono, Hopolang P. Mashele

Journal of Mathematical Finance Vol.3 No.4, November 27, 2013

DOI: 10.4236/jmf.2013.34049 3,645 Downloads 6,096 Views Citations
Development of Upstream Data-Input Models to Estimate Downstream Peak Flow in Two Mediterranean River Basins of Chile (Articles)

Roberto Pizarro-Tapia, Rodrigo Valdés-Pineda, Claudio Olivares, Patricio A. González

Open Journal of Modern Hydrology Vol.4 No.4, October 14, 2014

DOI: 10.4236/ojmh.2014.44013 4,560 Downloads 6,321 Views Citations
The Derivation of the Cosmic Microwave Background Radiation Peak Spectral Radiance, Planck Time, and the Hubble Constant from the Neutron and Hydrogen (Articles)

Donald William Chakeres, Vola Andrianarijaona

Journal of Modern Physics Vol.7 No.6, March 31, 2016

DOI: 10.4236/jmp.2016.76060 2,833 Downloads 4,938 Views Citations

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