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Published Articles with Keyword: GARCH
- Title: Volatility Forecasting of Crude Oil, Gold, and Silver Futures: A Case of Pakistan Mercantile Exchange
Authors: Shamsul Nahar Abdullah, Iqra Khan, Farah Naz, Kanwal Zahra, Tooba Lutfullah
Doi: 10.37394/23207.2023.20.196
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Published in WSEAS Transactions on Business and Economics, Volume 20, 2023 - Title: Analysis of Gold Price Movements Through a Financial Forecasting Model Approach
Authors: Rr Erlina, Ayi Ahadiat, Rialdi Azhar, Fajrin Satria Dwi Kesumah, Toto Gunarto
Doi: 10.37394/23207.2023.20.152
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Published in WSEAS Transactions on Business and Economics, Volume 20, 2023 - Title: The Modeling of Jakarta Composite Index Data Before and During COVID-19 Pandemic and its Alignment into Government Policy in Energy Sector
Authors: Florentina Kurniasari, Eko Endarto, Helena Dewi, Cynthia Sari Dewi, Nurhuda Nizar
Doi: 10.37394/23207.2023.20.64
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Published in WSEAS Transactions on Business and Economics, Volume 20, 2023 - Title: Price Volatility for Selected Agricultural Commodities in Ethiopia:
Evidence from GARCH Models
Authors: Dinku Tirngo, Worku Gardachw, Ngozi Adeleye
Doi: 10.37394/23207.2021.18.127
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Published in WSEAS Transactions on Business and Economics, Volume 18, 2021 - Title: Long Memory Modeling: Evidence From Mediterranean Stock Indexes
Authors: Saoussan Bouchareb, Mohammed Salah Chiadmi, Fouzia Ghaiti
Doi: 10.37394/23203.2021.16.52
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Published in WSEAS Transactions on Systems and Control, Volume 16, 2021 - Title: Modeling Mediterranean Stock Markets Volatility with Univariate and Multivariate Approaches
Authors: Saoussan Bouchareb, Mohamed Salah Chiadmi, Fouzia Ghaiti
Doi: 10.37394/23203.2021.16.41
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Published in WSEAS Transactions on Systems and Control, Volume 16, 2021 - Title: Option Pricing under GARCH Models Applied to the SET50 Index of Thailand
Authors: Somphorn Arunsingkarat, Renato Costa, Masnita Misran, Nattakorn Phewchean
Doi: 10.37394/23206.2021.20.12
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Published in WSEAS Transactions on Mathematics, Volume 20, 2021 - Title: Comparing the performances of GARCH-type models in capturing cryptocurrencies volatility
Authors: Alessandra Amendola, Luca Sensini
Doi: 10.37394/23207.2020.17.62
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Published in WSEAS Transactions on Business and Economics, Volume 17, 2020 - Title: To Define Window Dressing in the State Owned Enterprises and Private Companies (Case Study in Indonesia Stock Exchange LQ45)
Authors: Erica Virginia, Josep Ginting, Faiz A. M. Elfaki
Doi: 10.37394/23207.2020.17.19
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Published in WSEAS Transactions on Business and Economics, Volume 17, 2020 - Title: Average Displacement-Support Vector Machines via Lyapunov Exponents and Wave Approximate Function in Power Load Forecasting Model
Authors: Jianfeng Lia, Dongxiao Niu, Ming Wu, Yongli Wang, Meng Li, Mingyue Yong
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Published in WSEAS Transactions on Power Systems, Volume 13, 2018 - Title: Evidence of Increasing Integration Between International Markets
Authors: Alexandre Costa, Paulo Sérgio Ceretta, Alexander Souza Block
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Published in WSEAS Transactions on Business and Economics, Volume 13, 2016 - Title: Stability in ASEAN+3 Exchange Markets: An EGARCH-M Approach
Authors: Md. Saifur Rahman, Farihana Shahari
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Published in WSEAS Transactions on Business and Economics, Volume 12, 2015 - Title: Crude Oil Market Dynamics through TVEC-Copula-DCC-GARCH Models: Improving the Variance Reduction of Hedging Strategies.
Authors: Alexander Souza Block, Marcelo Brutti Righi
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Published in WSEAS Transactions on Business and Economics, Volume 12, 2015 - Title: Modeling Non-Linear Dependence between Risk and Return in Latin Markets
Authors: Sergio Guilherme Schlender, Marcelo Brutti Righi, Paulo Sergio Ceretta
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Published in WSEAS Transactions on Business and Economics, Volume 12, 2015 - Title: A New Risk History: The Eastern Europe Case
Authors: Josep Maria Cardona, Jordi Andreu, Sebastian Cano
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Published in WSEAS Transactions on Business and Economics, Volume 11, 2014 - Title: Research on Price Game Process and Wavelet Chaos Control of Three Oligarchs’ Insurance Market in China
Authors: Wenbo Ren, Junhai Ma
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Published in WSEAS Transactions on Systems and Control, Volume 9, 2014 - Title: The Dynamic Relationship between Volatility, Volume and Open Interest in CSI 300 Futures Market
Authors: Wang Susheng, Yu Zhen
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Published in WSEAS Transactions on Systems, Volume 13, 2014 - Title: Constant vs. Time-varying Hedging Effectiveness Comparison for CO2 Emissions Allowances: The Empirical Evidence from the EU ETS
Authors: Kai Chang, Su-Sheng Wang
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Published in WSEAS Transactions on Business and Economics, Volume 10, 2013