Multivariate GARCH Model - Articles - Scientific Research Publishing

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 3,642 Downloads 5,180 Views Citations
A Review of Price Forecasting Problem and Techniques in Deregulated Electricity Markets (Articles)

Nitin Singh, S. R. Mohanty

Journal of Power and Energy Engineering Vol.3 No.9, September 10, 2015

DOI: 10.4236/jpee.2015.39001 6,613 Downloads 10,464 Views Citations
Financial Time Series Modelling of Trends and Patterns in the Energy Markets (Articles)

Jane Aduda, Patrick Weke, Philip Ngare, Joseph Mwaniki

Journal of Mathematical Finance Vol.6 No.2, May 23, 2016

DOI: 10.4236/jmf.2016.62027 3,179 Downloads 5,429 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 2,892 Downloads 9,940 Views Citations
Unravelling the Cipher of Indian Rupee’s Volatility: Testing the Forecasting Efficacy of the Rolling Symmetric and Asymmetric GARCH Models (Articles)

Shalini Talwar, Aparna Bhat

Theoretical Economics Letters Vol.8 No.6, April 23, 2018

DOI: 10.4236/tel.2018.86079 886 Downloads 2,187 Views Citations
This article belongs to the Special Issue on Computational Economics and Econometrics
On the Contribution of the Stochastic Integrals to Econometrics (Articles)

Lewis N. K. Mambo, Rostin M. M. Mabela, Isaac K. Kanyama, Eugène M. Mbuyi

Applied Mathematics Vol.10 No.12, December 23, 2019

DOI: 10.4236/am.2019.1012073 870 Downloads 2,746 Views Citations
Modeling Seasonal Fractionally Integrated Autoregressive Moving Average-Generalized Autoregressive Conditional Heteroscedasticity Model with Seasonal Level Shift Intervention (Articles)

Lawrence Dhliwayo, Florance Matarise, Charles Chimedza

Open Journal of Statistics Vol.10 No.5, October 27, 2020

DOI: 10.4236/ojs.2020.105047 953 Downloads 2,760 Views Citations
Risk Spillover Effect and Trading Strategy between Carbon Emission Allowance and Carbon-Neutral Index (Articles)

Zedong Cai, Xuxia Liao, Ruiyang Shi

Open Journal of Social Sciences Vol.11 No.1, January 19, 2023

DOI: 10.4236/jss.2023.111012 270 Downloads 1,088 Views Citations
Investigating the Impact of Geopolitical Risks and Uncertainty Factors on Bitcoin (Articles)

José Daniel Cardoso Rodrigues, Petros Golitsis, Pavlos Gkasis

Theoretical Economics Letters Vol.14 No.3, June 28, 2024

DOI: 10.4236/tel.2024.143059 392 Downloads 2,680 Views Citations
The Role of Forecasting Exchange Rate Volatility and Its Impact on Inflation in Sierra Leone: Evidence from a GARCH-MIDAS approach (Articles)

Edmund Chijeh Eric Tamuke, Lavinia Olayinka Madleine Kamara

Open Access Library Journal Vol.11 No.9, September 19, 2024

DOI: 10.4236/oalib.1112172 113 Downloads 967 Views Citations
Efficient Frontiers and Volatility Spreads of Convertible Bonds: Evidence from the Chinese Financial Market (Articles)

Yutong Wu

Modern Economy Vol.16 No.8, August 15, 2025

DOI: 10.4236/me.2025.168058 115 Downloads 731 Views Citations
ESG Performance as a Buffer against Market Volatility: Quantitative Evidence from Global Equity Markets (Articles)

Shankar Subramanian Iyer, Brinitha Raji

Voice of the Publisher Vol.12 No.2, June 23, 2026

DOI: 10.4236/vp.2026.122022 14 Downloads 118 Views Citations
Construction and Control of Genetic Regulatory Networks:A Multivariate Markov Chain Approach (Articles)

Shu-Qin Zhang, Ling-Yun Wu, Wai-Ki Ching, Yue Jiao, Raymond, H. Chan

Journal of Biomedical Science and Engineering Vol.1 No.1, June 6, 2008

DOI: 10.4236/jbise.2008.11003 6,256 Downloads 12,225 Views Citations
Dynamic Interactive Cycles during the 2008 Financial Crisis (Articles)

Ioannis M. Neokosmidis, Vassilis Polimenis

Modern Economy Vol.1 No.1, June 7, 2010

DOI: 10.4236/me.2010.11001 5,381 Downloads 10,198 Views Citations
Geostatistical Modeling of Uncertainty for the Risk Analysis of a Contaminated Site (Articles)

Enrico Guastaldi

Journal of Water Resource and Protection Vol.3 No.8, August 24, 2011

DOI: 10.4236/jwarp.2011.38066 5,544 Downloads 10,723 Views Citations
Analysis of the Suitability of Surface Water for Irrigation Purposes: The Southwestern and Coastal River Systems in Ghana (Articles)

Sandow Mark Yidana, Patrick Asamoah Sakyi, Gareth Stamp

Journal of Water Resource and Protection Vol.3 No.10, October 24, 2011

DOI: 10.4236/jwarp.2011.310080 5,505 Downloads 10,352 Views Citations
Discrete-Time Langevin Motion in a Gibbs Potential (Articles)

Reza Rastegar, Alexander Roitershtein, Vadim Roytershteyn, Jiyeon Suh

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

DOI: 10.4236/am.2012.312A280 4,621 Downloads 7,334 Views Citations
This article belongs to the Special Issue on Probability and Its Applications
Adsorption of Three Commercial Dyes onto Chitosan Beads Using Spectrophotometric Determination and a Multivariate Calibration Method (Articles)

Manuela Mincea, Viorica Patrulea, Ana Negrulescu, Robert Szabo, Vasile Ostafe

Journal of Water Resource and Protection Vol.5 No.4, April 25, 2013

DOI: 10.4236/jwarp.2013.54044 5,881 Downloads 9,865 Views Citations
Development of a computer vision system to monitor pig locomotion (Articles)

Jørgen Kongsro

Open Journal of Animal Sciences Vol.3 No.3, July 17, 2013

DOI: 10.4236/ojas.2013.33038 4,259 Downloads 7,479 Views Citations
Southern and Tropical Indian Ocean SST: A Possible Predictor of Winter Monsoon Rainfall over South India (Articles)

Ravi P. Shukla, Shailendra Rai, Avinash C. Pandey

Atmospheric and Climate Sciences Vol.3 No.4, August 26, 2013

DOI: 10.4236/acs.2013.34045 5,460 Downloads 11,708 Views Citations

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