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

Estimation of Population Variance Using the Coefficient of Kurtosis and Median of an Auxiliary Variable under Simple Random Sampling (Articles)

Tonui Kiplangat Milton, Romanus Otieno Odhiambo, George Otieno Orwa

Open Journal of Statistics Vol.7 No.6, December 4, 2017

DOI: 10.4236/ojs.2017.76066 1,299 Downloads 3,391 Views Citations
The Markovian Approach for Probabilistic Life-Cycle Assessment of Existing Structures (Articles)

Elsa Garavaglia, Noemi Basso, Luca Sgambi

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

DOI: 10.4236/am.2012.312A287 5,116 Downloads 8,195 Views Citations
This article belongs to the Special Issue on Probability and Its Applications
Geomorphology and Hydrology of the Benin Region, Edo State, Nigeria (Articles)

Catherine Imhangulaya Ikhile

International Journal of Geosciences Vol.7 No.2, February 26, 2016

DOI: 10.4236/ijg.2016.72012 7,190 Downloads 15,172 Views Citations
A Mixed-Method Study of EFL Writers’ Monitoring and Revising Processes in Completing an Integrated Writing Task (Articles)

Pucheng Wang, Yun Chen

Open Journal of Modern Linguistics Vol.12 No.2, April 15, 2022

DOI: 10.4236/ojml.2022.122016 380 Downloads 1,285 Views Citations
This article belongs to the Special Issue on Language, Culture and Education
Quantum Isomorphic Shell Model: Multi-Harmonic Shell Clustering of Nuclei (Articles)

G. S. Anagnostatos

Journal of Modern Physics Vol.4 No.5B, July 10, 2013

DOI: 10.4236/jmp.2013.45B011 3,206 Downloads 5,013 Views Citations
Enhancing Legal Document Analysis with Large Language Models: A Structured Approach to Accuracy, Context Preservation, and Risk Mitigation (Articles)

Mark J. Davenport

Open Journal of Modern Linguistics Vol.15 No.2, April 11, 2025

DOI: 10.4236/ojml.2025.152016 371 Downloads 3,010 Views Citations
Ant Colony Optimization Based on Adaptive Volatility Rate of Pheromone Trail (Articles)

Zhaoquan CAI, Han HUANG, Yong QIN, Xianheng MA

International Journal of Communications, Network and System Sciences Vol.2 No.8, November 17, 2009

DOI: 10.4236/ijcns.2009.28092 5,757 Downloads 10,519 Views Citations
Revisiting Characteristics of Ionic Liquids: A Review for Further Application Development (Articles)

Rusen Feng, Dongbin Zhao, Yongjun Guo

Journal of Environmental Protection Vol.1 No.2, June 29, 2010

DOI: 10.4236/jep.2010.12012 10,642 Downloads 23,320 Views Citations
Pricing European Call Currency Option Based on Fuzzy Estimators (Articles)

Xing Yu, Hongguo Sun, Guohua Chen

Applied Mathematics Vol.2 No.4, March 31, 2011

DOI: 10.4236/am.2011.24058 5,537 Downloads 9,672 Views Citations
Volatility Spillover from Oil to Food and Agricultural Raw Material Markets (Articles)

Muge Kaltalioglu, Ugur Soytas

Modern Economy Vol.2 No.2, May 17, 2011

DOI: 10.4236/me.2011.22011 6,127 Downloads 12,585 Views Citations
The Effect of Tick Size on Testing for Nonlinearity in Financial Markets Data (Articles)

Heather Mitchell, Michael McKenzie

Journal of Mathematical Finance Vol.1 No.1, June 1, 2011

DOI: 10.4236/jmf.2011.11001 6,311 Downloads 12,882 Views Citations
Stochastic Volatility Jump-Diffusion Model for Option Pricing (Articles)

Nonthiya Makate, Pairote Sattayatham

Journal of Mathematical Finance Vol.1 No.3, November 8, 2011

DOI: 10.4236/jmf.2011.13012 5,762 Downloads 12,863 Views Citations
On the Consistency of a Firm’s Value with a Lognormal Diffusion Process (Articles)

Andrew M. K. Cheung, Van Son Lai

Journal of Mathematical Finance Vol.2 No.1, February 28, 2012

DOI: 10.4236/jmf.2012.21003 5,089 Downloads 9,004 Views Citations
VIX and VIX Futures Pricing Algorithms: Cultivating Understanding (Articles)

Hancock G. D’Anne

Modern Economy Vol.3 No.3, May 22, 2012

DOI: 10.4236/me.2012.33038 12,673 Downloads 19,202 Views Citations
Stock Return Conjunction in Markets with Deteriorated Sentiment: Evidence from the Japanese Electric Appliances Industry (Articles)

Chikashi Tsuji

Modern Economy Vol.3 No.4, July 24, 2012

DOI: 10.4236/me.2012.34060 4,198 Downloads 6,959 Views Citations
Joint Characteristic Function of Stock Log-Price and Squared Volatility in the Bates Model and Its Asset Pricing Applications (Articles)

Oleksandr Zhylyevskyy

Theoretical Economics Letters Vol.2 No.4, November 1, 2012

DOI: 10.4236/tel.2012.24074 4,831 Downloads 8,085 Views Citations
Cross-Market Valuation with Full Information on the Company’s Capital Structure (Articles)

Pascal Heider, Peter N. Posch

Journal of Mathematical Finance Vol.3 No.3A, October 30, 2013

DOI: 10.4236/jmf.2013.33A007 4,767 Downloads 7,481 Views Citations
This article belongs to the Special Issue on Corporate Finance
A Study of Changes in Risk Appetite in the Stock Market and the Housing Market before and after the Global Financial Crisis in 2008 Using the vKOSPI (Articles)

Jin Yong Yang, Sang-Heon Lee

Modern Economy Vol.4 No.11, November 4, 2013

DOI: 10.4236/me.2013.411077 4,502 Downloads 7,075 Views Citations
Index Fund Factor: The View beyond the Wall (Articles)

Joseph Ojih

Open Journal of Social Sciences Vol.2 No.9, August 27, 2014

DOI: 10.4236/jss.2014.29033 5,797 Downloads 7,156 Views Citations
The Unemployment Volatility Puzzle: A Note on the Role of Reference Points (Articles)

Vincent Boitier

Theoretical Economics Letters Vol.5 No.1, February 12, 2015

DOI: 10.4236/tel.2015.51013 3,898 Downloads 5,363 Views Citations

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