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

The Purpose of Outsourcing for Automotive Manufacturing Managers (Articles)

Sonya Payne, Charles Needham

Open Journal of Business and Management Vol.12 No.5, September 12, 2024

DOI: 10.4236/ojbm.2024.125165 160 Downloads 1,588 Views Citations
Flood Risk Modelling Using the HFPA (Hierarchical Fuzzy Process Analysis) Method: Example of the City of Thies, Senegal (Articles)

Seybatou Dieye, Mapathé Ndiaye, Diogoye Diouf, Makhaly Ba

International Journal of Geosciences Vol.15 No.12, December 26, 2024

DOI: 10.4236/ijg.2024.1512056 115 Downloads 1,289 Views Citations
Enhancing Transparency and Efficiency in Auditing and Regulatory Compliance with Disruptive Technologies (Articles)

Georgios L. Thanasas, Georgios Kampiotis, Aikaterini Karkantzou

Theoretical Economics Letters Vol.15 No.1, February 10, 2025

DOI: 10.4236/tel.2025.151013 363 Downloads 3,214 Views Citations
Assessment of Spatial Water Quality Variations in Shallow Wells Using Principal Component Analysis in Half London Ward, Tanzania (Articles)

Matungwa William, Zacharia Katambara

Journal of Water Resource and Protection Vol.17 No.2, February 21, 2025

DOI: 10.4236/jwarp.2025.172007 180 Downloads 864 Views Citations
Study on the Photodegradation Mechanism of Sodium Diatrizoate in UV-Based Advanced Oxidation Processes (Articles)

Yuying Wang, Shuo Wang, Runnan Liu, Zhouna Li, Kunhui Liu

Journal of Environmental Protection Vol.16 No.3, March 13, 2025

DOI: 10.4236/jep.2025.163012 122 Downloads 674 Views Citations
Experimental Proof of the Empty Waves Existence (Articles)

Vladimir A. Skrebnev, Maria V. Polski

Journal of High Energy Physics, Gravitation and Cosmology Vol.11 No.2, March 31, 2025

DOI: 10.4236/jhepgc.2025.112026 90 Downloads 458 Views Citations
The Concept of Tao and of Yin/Yang: A Study on Origins and Dynamics of the Five Movements (Articles)

Adrián Angel Inchauspe

Advances in Anthropology Vol.15 No.3, June 27, 2025

DOI: 10.4236/aa.2025.153006 156 Downloads 1,710 Views Citations
A Sandwich Theorem for m-Convex Stochastic Processes (Articles)

Ángel Padilla, Ronald Ramírez, Maira Valera-López

Advances in Pure Mathematics Vol.15 No.7, July 11, 2025

DOI: 10.4236/apm.2025.157021 89 Downloads 380 Views Citations
Current Knowledge of White-Tailed Deer Feeding (Articles)

Tyler A. Campbell

Open Journal of Ecology Vol.15 No.10, October 29, 2025

DOI: 10.4236/oje.2025.1510041 63 Downloads 386 Views Citations
Assessing the Impact of Reservoir Heterogeneity on Carbon Capture and Storage Feasibility through Numerical Simulation (Articles)

Franck-Hilaire Essiagne, Kouassi Louis Kra, Moussa Camara, Koffi Eugene Kouadio

Open Journal of Geology Vol.15 No.12, December 1, 2025

DOI: 10.4236/ojg.2025.1512045 65 Downloads 588 Views Citations
Forecasting Economic Time Series in the Presence of Variance Instability and Outliers (Articles)

Alexandros E. Milionis, Nikolaos G. Galanopoulos

Theoretical Economics Letters Vol.9 No.8, December 13, 2019

DOI: 10.4236/tel.2019.98182 736 Downloads 2,225 Views Citations
Optimal Investment Problem with Multiple Risky Assets under the Constant Elasticity of Variance (CEV) Model (Articles)

Hui Zhao, Ximin Rong, Weiqin Ma, Bo Gao

Modern Economy Vol.3 No.6, October 31, 2012

DOI: 10.4236/me.2012.36092 4,601 Downloads 8,036 Views Citations
Relative Performance Evaluation of Competing Crude Oil Prices’ Volatility Forecasting Models: A Slacks-Based Super-Efficiency DEA Model (Articles)

Jamal Ouenniche, Bing Xu, Kaoru Tone

American Journal of Operations Research Vol.4 No.4, July 10, 2014

DOI: 10.4236/ajor.2014.44023 3,739 Downloads 5,799 Views Citations
A Linear Regression Approach for Determining Explicit Expressions for Option Prices for Equity Option Pricing Models with Dependent Volatility and Return Processes (Articles)

Raj Jagannathan

Journal of Mathematical Finance Vol.6 No.2, May 19, 2016

DOI: 10.4236/jmf.2016.62026 3,178 Downloads 5,119 Views Citations
A Co-Integration Analysis of the Interdependencies between Crude Oil and Distillate Fuel Prices (Articles)

Jane Aduda, Patrick Weke, Philip Ngare

Journal of Mathematical Finance Vol.8 No.2, May 31, 2018

DOI: 10.4236/jmf.2018.82030 1,060 Downloads 2,677 Views Citations
Stochastic Ito-Calculus and Numerical Approximations for Asset Price Forecasting in the Nigerian Stock Market (Articles)

Thomas Chinwe Urama, Patrick Oseloka Ezepue

Journal of Mathematical Finance Vol.8 No.4, November 12, 2018

DOI: 10.4236/jmf.2018.84041 2,517 Downloads 4,804 Views Citations
This article belongs to the Special Issue on Stochastic Methods and Finance
A Theoretical Appraisal of Elaborating a Stock Market Prudential Surveillance System Based on a Conceptual Model of Integration of the Financial Sectors and Market Risk Mitigation (Articles)

Mohamed Miras Marzouki, Hella Guerchi Mehri

Modern Economy Vol.13 No.12, December 27, 2022

DOI: 10.4236/me.2022.1312084 249 Downloads 1,119 Views Citations
Pricing Multi-Strike Quanto Call Options on Multiple Assets with Stochastic Volatility, Correlation, and Exchange Rates (Articles)

Boris Ter-Avanesov, Gunter Meissner

Applied Mathematics Vol.16 No.1, January 27, 2025

DOI: 10.4236/am.2025.161005 89 Downloads 759 Views Citations
What does the “arrow of time” stand for? (Articles)

Etienne Klein

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

DOI: 10.4236/ns.2010.23033 6,509 Downloads 12,421 Views Citations
Analysis and Comparison of Time Replica and Time Linear Interpolation for Pilot Aided Channel Estimation in OFDM Systems (Articles)

Donglin Wang

International Journal of Communications, Network and System Sciences Vol.3 No.5, May 31, 2010

DOI: 10.4236/ijcns.2010.35059 7,960 Downloads 12,641 Views Citations

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