Time Varying GARCH - Articles - Scientific Research Publishing

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 787 Downloads 2,929 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 379 Downloads 2,691 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 959 Views Citations
Study on the Volatility of CSI Index Returns 300 Based on GARCH Modeling (Articles)

Zhipeng Cao, Jiayu Zhao

Open Journal of Business and Management Vol.13 No.6, October 16, 2025

DOI: 10.4236/ojbm.2025.136202 83 Downloads 606 Views Citations
Influence of Varying Crude Protein Levels and Balanced Amino Acids on the Performance and Haematological Characteristics of Laying Hens at the Second Phase of Production (Articles)

Gbemiga Oladimeji Adeyemo

Food and Nutrition Sciences Vol.4 No.1, January 15, 2013

DOI: 10.4236/fns.2013.41003 3,833 Downloads 6,293 Views Citations
Thermodynamic Properties and Decoherence of a Central Electron Spin of Atom Coupled to an Anti-Ferromagnetic Spin Bath (Articles)

Martin Tchoffo, Georges Collince Fouokeng, Lukong Cornelius Fai, Mathurin Esouague Ateuafack

Journal of Quantum Information Science Vol.3 No.1, March 29, 2013

DOI: 10.4236/jqis.2013.31003 5,061 Downloads 8,515 Views Citations
1-A Cosmological Model with Varying G and ∧ in General Relativity (Articles)

Harpreet, R. K. Tiwari, H. S. Sahota

Open Journal of Applied Sciences Vol.3 No.1B1, July 12, 2013

DOI: 10.4236/ojapps.2013.31B1018 5,537 Downloads 7,378 Views Citations
Inference Based on Empirical Likelihood for Varying Coefficient Model with Random Effect (Articles)

Wanbin Li, Liugen Xue

Open Journal of Statistics Vol.3 No.6A, December 27, 2013

DOI: 10.4236/ojs.2013.36A006 3,816 Downloads 5,956 Views Citations
This article belongs to the Special Issue on Statistical Methods and Analysis
Canonical Treatments for the Two Bodies Problem with Varying Mass Taking into Consideration the Periastron Effect (Articles)

M. I. El-Saftawy, Amirah R. Algethami

International Journal of Astronomy and Astrophysics Vol.4 No.1, March 7, 2014

DOI: 10.4236/ijaa.2014.41008 4,660 Downloads 6,408 Views Citations
Mathematical Modeling in Heavy Traffic Queuing Systems (Articles)

Sulaiman Sani, Onkabetse A. Daman

American Journal of Operations Research Vol.4 No.6, November 17, 2014

DOI: 10.4236/ajor.2014.46033 5,870 Downloads 8,512 Views Citations
Study of the Convergence of the Increments of Gaussian Process (Articles)

Abdelkader Bahram, Shaban A. El-Shehawy

Applied Mathematics Vol.6 No.6, June 2, 2015

DOI: 10.4236/am.2015.66085 4,085 Downloads 5,315 Views Citations
Ergodicity and Invariance of Flows in Queuing Systems (Articles)

G. Sh. Tsitsiashvili

Journal of Applied Mathematics and Physics Vol.6 No.7, July 19, 2018

DOI: 10.4236/jamp.2018.67122 788 Downloads 1,760 Views Citations
Locally Varying Hubble Parameter in Terms of Reduced Friedmann Equation (Articles)

Ayman Kassem

International Journal of Astronomy and Astrophysics Vol.11 No.2, May 31, 2021

DOI: 10.4236/ijaa.2021.112010 371 Downloads 1,525 Views Citations
A Note on Change Point Detection Using Weighted Least Square (Articles)

Reza Habibi

Applied Mathematics Vol.2 No.10, October 14, 2011

DOI: 10.4236/am.2011.210182 5,800 Downloads 9,915 Views Citations
Wavelet Density Estimation and Statistical Evidences Role for a GARCH Model in the Weighted Distribution (Articles)

Mohammad Abbaszadeh, Mahdi Emadi

Applied Mathematics Vol.4 No.2, February 28, 2013

DOI: 10.4236/am.2013.42061 4,612 Downloads 7,191 Views Citations
Implementation of the Estimating Functions Approach in Asset Returns Volatility Forecasting Using First Order Asymmetric GARCH Models (Articles)

Timothy Ndonye Mutunga, Ali Salim Islam, Luke Akong’o Orawo

Open Journal of Statistics Vol.5 No.5, August 19, 2015

DOI: 10.4236/ojs.2015.55047 3,612 Downloads 5,136 Views Citations
Dynamic Option Pricing Model Based on the Realized-GARCH-NIG Approach (Articles)

Honglei Zhang, Yixiang Tian, Gaoxun Zhang

Open Journal of Social Sciences Vol.4 No.3, March 15, 2016

DOI: 10.4236/jss.2016.43011 2,582 Downloads 3,893 Views Citations
Influence of Open-End Funds on Stock Market Volatility-Analysis Based on Shanghai Composite (Articles)

Na Zhu

American Journal of Industrial and Business Management Vol.6 No.4, April 22, 2016

DOI: 10.4236/ajibm.2016.64045 2,837 Downloads 4,085 Views Citations
A New Fama-French 5-Factor Model Based on SSAEPD Error and GARCH-Type Volatility (Articles)

Wentao Zhou, Liuling Li

Journal of Mathematical Finance Vol.6 No.5, November 16, 2016

DOI: 10.4236/jmf.2016.65050 3,212 Downloads 7,882 Views Citations
Modeling Stock Market Volatility Using GARCH Models: A Case Study of Nairobi Securities Exchange (NSE) (Articles)

Arfa Maqsood, Suboohi Safdar, Rafia Shafi, Ntato Jeremiah Lelit

Open Journal of Statistics Vol.7 No.2, April 30, 2017

DOI: 10.4236/ojs.2017.72026 2,855 Downloads 9,812 Views Citations

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