Log in

Relevant bibliographies by topics / Exponential ARCH / Journal articles

To see the other types of publications on this topic, follow the link: Exponential ARCH.

Journal articles on the topic 'Exponential ARCH'

Author: Grafiati

Published: 3 June 2025

Last updated: 31 July 2025

Create a spot-on reference in APA, MLA, Chicago, Harvard, and other styles

Select a source type:

Consult the top 50 journal articles for your research on the topic 'Exponential ARCH.'

Next to every source in the list of references, there is an 'Add to bibliography' button. Press on it, and we will generate automatically the bibliographic reference to the chosen work in the citation style you need: APA, MLA, Harvard, Chicago, Vancouver, etc.

You can also download the full text of the academic publication as pdf and read online its abstract whenever available in the metadata.

Browse journal articles on a wide variety of disciplines and organise your bibliography correctly.

1

Xiang, Li, Zhu Feng, Zhai Qiu, and Ruo Yin Zhang. "Loading Analysis and Mathematical Calculation for Arc Axis of the Exponential Function." Advanced Materials Research 834-836 (October 2013): 1382–85. http://dx.doi.org/10.4028/www.scientific.net/amr.834-836.1382.

Full text

Abstract:

The concept of arch longitudinal beam wharf was brought out in the contemporary shipping industry of China as a result of the conflict between traditional high-piled wharfs and the increasing size of freights. Different alignments of arch axis will lead to different internal force distributions and the most dangerous section. A series of equations for the arch axis are derived through the transformation of the exponential function under a 40-meter-long span. Based on the analysis of equations affected by the combined force of uniform load and concentrated load, it is providing reference for en

APA, Harvard, Vancouver, ISO, and other styles

2

Shen, Peiwen, Yue Chen, Song Ma, and Yong Yan. "Safety Assessment Method of Concrete-Filled Steel Tubular Arch Bridge by Fuzzy Analytic Hierarchy Process." Buildings 14, no. 1 (2023): 67. http://dx.doi.org/10.3390/buildings14010067.

Full text

Abstract:

The concrete-filled steel tubular (CFST) arch bridge has achieved significant development in recent years due to its unique mechanical performance and technical advantages. However, due to the lagging theoretical research compared to engineering practice, many problems have been exposed in the existing bridges, resulting in adverse social impacts and enormous economic losses. With the increasing prominence of safety issues in CFST arch bridges, it is necessary to assess their safety condition in service. This paper establishes a safety assessment index system for CFST arch bridges using the fu

APA, Harvard, Vancouver, ISO, and other styles

3

T., Mohamed Nishad, and Thomachan K.T. "HOW VOLATILE IS INDIAN STOCK MARKET? A STUDY BASED ON SELECTED SECTORAL INDICES." International Journal of Research – Granthaalayah 3, no. 12 (2017): 142–49. https://doi.org/10.5281/zenodo.848963.

Full text

Abstract:

This paper examines the nature of volatility of selected sectoral stock indices traded in the National Stock Exchange. Using the EGARCH model introduced by Nelson, it has been observed that the selected indices are subject to Autoregressive Conditional Heteroskedasticity (ARCH) effects. There are significant leverage effects in the case of five indices. Volatility seems to be highly persistent in the case of all the indices except one. Moreover, four indices are highly sensitive to market events.

APA, Harvard, Vancouver, ISO, and other styles

4

Sichting, Freddy, and Florian Ebrecht. "The rise of the longitudinal arch when sitting, standing, and walking: Contributions of the windlass mechanism." PLOS ONE 16, no. 4 (2021): e0249965. http://dx.doi.org/10.1371/journal.pone.0249965.

Full text

Abstract:

The original windlass mechanism describes a one-to-one coupling between metatarsal joint dorsiflexion and medial longitudinal arch rise. The description assumes a sufficiently stiff plantar aponeurosis and absence of foot muscle activity. However, recent research calls for a broader interpretation of the windlass mechanism that accounts for an extensible plantar aponeurosis and active foot muscles. In this study, we investigate the rise of the arch in response to toe dorsiflexion when sitting, standing, and walking to discuss the windlass mechanism’s contributions in static and dynamic load sc

APA, Harvard, Vancouver, ISO, and other styles

5

He, Yuanfu, Mei Yang, Zhen Xu, Shenyuan Li, and Bowen Zhang. "Design of tunnel steel arch looping manipulator with multiple actuators in limited space." Science Progress 106, no. 2 (2023): 003685042311800. http://dx.doi.org/10.1177/00368504231180025.

Full text

Abstract:

In order to overcome the low efficiency, high labor intensity and high risk of steel arch support operations in tunnel boring machines, a steel arch looping manipulator with multiple actuators was designed. Firstly, in order to simplify the complex design requirements of the manipulator, an exponential product model was established to analyze the influence of each single joint on the end output, and the manipulator was decomposed into different modules. The design is carried out separately, layer by layer, in the order of actuator—trunk module—branch module. Then, the optimal manipulator is ob

APA, Harvard, Vancouver, ISO, and other styles

6

Novianti Dwi PujiAstuti and Suwanda. "Evaluasi Model Exponential Generelized Autoregressive Conditional Heteroscedastic (EGARCH)." Bandung Conference Series: Statistics 2, no. 2 (2022): 358–64. http://dx.doi.org/10.29313/bcss.v2i2.4365.

Full text

Abstract:

Abstract. In time series data that has a fairly high volatility, it is possible to have an error variance that is not constant (Heteroscedasticity). This is reflected in the square of error that also follows the time series model, for example the autoregressive (AR) model and the expectation of the conditional error square is not constant, the AR model of the square of error is called the Autoregressive Conditional Heteroscedastic (ARCH). The AR model that combines time series data and squared error is called Generalized Autoregressive Conditional Heteroscedastic (GARCH). However, the GARCH mo

APA, Harvard, Vancouver, ISO, and other styles

7

Jhohura, Fatema Tuz, and Md Israt Rayhan. "An Assessment of Renewable Energy in Bangladesh through ARIMA, Holts, ARCH-GARCH Models." Dhaka University Journal of Science 60, no. 2 (2012): 159–62. http://dx.doi.org/10.3329/dujs.v60i2.11486.

Full text

Abstract:

Forecasting of the Renewable Energy plays a major role in optimal decision formula for government and industrial sector in Bangladesh. This research is based on time series modeling with special application to solar energy data for Dhaka city. Three families of time series models namely, the autoregressive integrated moving average models, Holts linear exponential smoothing, and the autoregressive conditional heteroscedastic (with their extensions to generalized autoregressive conditional heteroscedastic) models were fitted to the data. The goodness of fit is performed via the Akaike informat

APA, Harvard, Vancouver, ISO, and other styles

8

Nugroho, Diyas Arya, Alicia Arifin, and Wiwik Wiyanti. "Efektivitas Metode Exponential Smoothing Dan Autoregressive Conditional Heteroscedastic (ARCH) Dalam Memprediksi Harga Saham." Jurnal Sains Matematika dan Statistika 10, no. 2 (2024): 242. http://dx.doi.org/10.24014/jsms.v10i2.27141.

Full text

APA, Harvard, Vancouver, ISO, and other styles

9

Demirel, Esin. "A COMPARISON OF ARCH MODELS: THE DETERMINANTS OF BITCOIN’S PRICE." Academic Review 1, no. 60 (2024): 141–49. http://dx.doi.org/10.32342/2074-5354-2024-1-60-10.

Full text

Abstract:

The aim of this study is to determine the number of transactions among the currencies, which will eventually become a part of our lives, cannot be physically held, can move quickly, and emerge as a new shopping and investment tool in the changing world order, as of the year (2023) when this study was conducted. The study focuses on the analysis of the variables that affect the most popular currency, Bitcoin. Although the analysis of variables that influence Bitcoin was determined as the primary aim of the study, the study also attempted to reach a general conclusion about the variables affecte

APA, Harvard, Vancouver, ISO, and other styles

10

Ma, Xuan, and Fuli He. "The initial boundary value problem for the Vlasov–Poisson–Fokker–Planck system." Journal of Mathematical Physics 63, no. 9 (2022): 091506. http://dx.doi.org/10.1063/5.0095310.

Full text

Abstract:

This paper is devoted to the initial boundary value problem of the Vlasov–Poisson–Fokker–Planck system in a bounded domain. The global existence of a unique strong solution and its exponential convergence rate to the equilibrium state are proved under the specular reflection boundary condition. The proof is based on an elementary energy method and the [Formula: see text] theory developed by Guo et al. [Arch. Ration. Mech. Anal. 236(3), 1389–1454 (2020)] for kinetic models.

APA, Harvard, Vancouver, ISO, and other styles

11

Xu, Qiang, Shutong Xu, Jianyun Chen, and Jing Li. "Investigation of Stochastic Seismic Response and Index Correlation of an Arch Dam Using Endurance Time Analysis Method." Advances in Civil Engineering 2020 (August 29, 2020): 1–23. http://dx.doi.org/10.1155/2020/8862869.

Full text

Abstract:

The seismic dynamic response and correlation between various indicators of an arch dam under a series of stochastic earthquake excitation are analysed. Seismic response assessment of a concrete arch dam is conducted through nonlinear endurance time analysis (ETA) of a typical arch dam. The 289 m high Baihetan arch dam in Southwest China (as a case study) is subjected to a set of 10 three-component endurance time acceleration histories (ETAHs) synthesised on the basis of the design site acceleration response spectrum to increasing peak ground acceleration (PGA). The effects of dam-reservoir-fou

APA, Harvard, Vancouver, ISO, and other styles

12

Ojirobe, Yunusa Adavi, Abdulsalam Hussein Ahmad, and Ikwuoche John David. "Modelling and Forecasting Volatility of Crude Oil Returns in Nigeria based on Six Error Innovations." Journal of Statistical Modelling and Analytics 3, no. 1 (2021): 78–93. http://dx.doi.org/10.22452/josma.vol3no1.6.

Full text

Abstract:

Modeling price volatility of crude oil (PVCO) is pertinent because of the overbearing impact on any oil-producing economy. This study aimed at evaluating the performance of some volatility models in modeling and forecasting crude oil returns. Utilizing daily returns data from October 23, 2009, to March 23, 2020, this study attempted to capture the dynamics of crude oil price volatility in Nigeria using a symmetric and asymmetric GARCH models. In our research, we considered the generalized autoregressive conditional heteroscedastic model (GARCH), Exponential (E-GARCH), Glosten, Jagannathan and

APA, Harvard, Vancouver, ISO, and other styles

13

Boland, John. "Constructing Interval Forecasts for Solar and Wind Energy Using Quantile Regression, ARCH and Exponential Smoothing Methods." Energies 17, no. 13 (2024): 3240. http://dx.doi.org/10.3390/en17133240.

Full text

Abstract:

The research reported in this article focuses on a comparison of two different approaches to setting error bounds, or prediction intervals, on short-term forecasting of solar irradiation as well as solar and wind farm output. Short term in this instance relates to the time scales applicable in the Australian National Electricity Market (NEM), which operates on a five-minute basis throughout the year. The Australian Energy Market Operator (AEMO) has decided in recent years that, as well as point forecasts of energy, it is advantageous for planning purposes to have error bounds on those forecast

APA, Harvard, Vancouver, ISO, and other styles

14

Bajak, Marzena. "Mechanical characteristics of Asphalt-Cement Concrete foundations (ACC)." Budownictwo i Architektura 1, no. 1 (2007): 057–86. http://dx.doi.org/10.35784/bud-arch.2302.

Full text

Abstract:

Asphalt Cement Concrete (ACC) is a new material. On the basis of Kuhn’s paradigm, conventional methods which are proper for similar road pavement materials were applied for studying the ACC. ACC is obtained from cold mixing technology such ingredients as cement-sand mortar or cement-mineral aggregate mortar, or cement-sand-mineral aggregate mortar with recycled Asphalt Concrete (AC) mixture or with recycled Mastic Asphalt (MA) mixture. Quick setting cement (CEM I 52,5 NA) is used in all mentioned cases. Novelty of the presented material is due to existence of two internal bounds - flexibility

APA, Harvard, Vancouver, ISO, and other styles

15

Sinambela, Nadiyah Hafidah, Di Asih I. Maruddani, and Arief Rachman Hakim. "Value at Risk with Performing Exponential Generalized Autoregressive Conditional Heteroscedasticity–Generalized Pareto Distribution." Jurnal ILMU DASAR 23, no. 1 (2022): 1. http://dx.doi.org/10.19184/jid.v23i1.18822.

Full text

Abstract:

Stocks are an investment that many investors are interested in but often have a high risk. Value at Risk (VaR) is one tool that is often used in risk measurement. In general, financial data fluctuate rapidly so that the variants of the residuals are not constant or heteroscedasticity. The condition of heteroscedasticity is modeled using the ARCH/GARCH model. If there is an asymmetric effect on the data, it is modeled using an asymmetric GARCH model, namely Exponential GARCH (EGARCH). In addition to the impacts of heteroscedasticity and asymmetric events, extreme events in fat distribution tail

APA, Harvard, Vancouver, ISO, and other styles

16

Daus, Esther S., Shi Jin, and Liu Liu. "On the multi-species Boltzmann equation with uncertainty and its stochastic Galerkin approximation." ESAIM: Mathematical Modelling and Numerical Analysis 55, no. 4 (2021): 1323–45. http://dx.doi.org/10.1051/m2an/2021022.

Full text

Abstract:

In this paper the nonlinear multi-species Boltzmann equation with random uncertainty coming from the initial data and collision kernel is studied. Well-posedness and long-time behavior – exponential decay to the global equilibrium – of the analytical solution, and spectral gap estimate for the corresponding linearized gPC-based stochastic Galerkin system are obtained, by using and extending the analytical tools provided in [M. Briant and E.S. Daus, Arch. Ration. Mech. Anal. 3 (2016) 1367–1443] for the deterministic problem in the perturbative regime, and in [E.S. Daus, S. Jin and L. Liu, Kinet

APA, Harvard, Vancouver, ISO, and other styles

17

Lai, Baishun, and Dong Ye. "Remarks on Entire Solutions for Two Fourth-Order Elliptic Problems." Proceedings of the Edinburgh Mathematical Society 59, no. 3 (2015): 777–86. http://dx.doi.org/10.1017/s0013091515000371.

Full text

Abstract:

AbstractWe are interested in entire solutions for the semilinear biharmonic equation Δ2u = f(u) in ℝN, where f(u) = eu or –u–p (p > 0). For the exponential case, we prove that for the polyharmonic problem Δ2mu = eu with positive integer m, any classical entire solution verifies Δ2m–1u < 0; this completes the results of Dupaigne et al. (Arch. Ration. Mech. Analysis208 (2013), 725–752) and Wei and Xu (Math. Annalen313 (1999), 207–228). We also obtain a refined asymptotic expansion of the radial separatrix solution to Δ2u = eu in ℝ3, which answers a question posed by Berchio et al. (J. Diff

APA, Harvard, Vancouver, ISO, and other styles

18

Lee, Brian. "The dimensions of the roots of the human permanent dentition as a guide to the selection of optimal orthodontic forces." Australasian Orthodontic Journal 26, no. 1 (2010): 1–9. http://dx.doi.org/10.2478/aoj-2010-0001.

Full text

Abstract:

Abstract Background The dimensions of the roots of the teeth are important in the assessment of orthodontic anchorage and to estimate the forces to be used during orthodontic tooth movement. Aims To investigate the relations between the lengths, widths and projected areas of the roots of the permanent teeth. Methods Intact, extracted human permanent teeth were photographed and the lengths, widths and projected areas of selected surfaces measured. Descriptive statistics and associations between selected linear dimensions and root areas were calculated. Results The data showed significant kurtos

APA, Harvard, Vancouver, ISO, and other styles

19

Dharma, Yuki Dwi, and Asri Utami. "Volatility Forecasting Using GARCH Versus EGARCH Models for Cryptocurrencies, Indonesian Stocks, and U.S. Stocks." IJBE (Integrated Journal of Business and Economics) 9, no. 2 (2025): 332. https://doi.org/10.33019/ijbe.v9i2.1125.

Full text

Abstract:

This study examines and compares the effectiveness of GARCH (Generalized Autoregressive Conditional Heteroskedasticity) and EGARCH (Exponential GARCH) models in forecasting volatility across three distinct financial markets: cryptocurrencies, Indonesian stocks, and U.S. stocks. The research analyzes daily closing price data from April 2018 to September 2024, focusing on five major cryptocurrencies (Bitcoin, Ethereum, Tether, Binance Coin, and Ripple), five Indonesian blue-chip stocks (BBCA, BBRI, BYAN, BMRI, and TPIA), and five major U.S. stocks (Apple, Nvidia, Microsoft, Google, and Amazon).

APA, Harvard, Vancouver, ISO, and other styles

20

Anisha, Eka, Di Asih I. Maruddani, and Suparti Suparti. "COPULA FRANK UNTUK PERHITUNGAN VALUE AT RISK PORTOFOLIO BIVARIAT PADA MODEL EXPONENTIAL GENERALIZED AUTOREGRESSIVE CONDITIONAL HETEROSCEDASTICITY." Jurnal Gaussian 10, no. 4 (2021): 562–72. http://dx.doi.org/10.14710/j.gauss.v10i4.29932.

Full text

Abstract:

Stocks are one type of investment that promises return for investors but often carries a high risk. Value at Risk (VaR) is a measuring tool that can calculate the amount of the worst loss that occurs in a stock portfolio with a certain level of confidence and within a certain time period. In general, financial data have a high volatility value, which causes the residuals are not normally distributed. ARCH/GARCH modoel is used to solve the heteroscedasticity problem. If the data also have an asymmetric effect, it is modelled with Exponential GARCH model. Copula-Frank is part of the Archimedian

APA, Harvard, Vancouver, ISO, and other styles

21

Hafizhah, Auliana Rahma, Di Asih I. Maruddani, and Rukun Santoso. "PERBANDINGAN METODE EXPONENTIAL GARCH (EGARCH) DAN GLOSTEN-JAGANNATHAN-RUNKLE GARCH (GJR-GARCH) PADA MODEL VOLATILITAS SAHAM TUNGGAL." Jurnal Gaussian 13, no. 1 (2024): 199–209. http://dx.doi.org/10.14710/j.gauss.13.1.199-209.

Full text

Abstract:

Financial data, such as stock prices, usually have a tendency to fluctuate rapidly and create a heteroscedastic effect on the variance of residuals. The Covid-19 pandemic that occurred from 2020 to 2022 is one factor that can affect economic movements, especially in Indonesia, and has an impact on the volatility of financial data. The problem of heteroscedasticity can be addressed using the ARCH/GARCH model. However, this model has a weakness in capturing the asymmetry of volatility resulting from good news and bad news. Several models that can overcome the problem of volatility asymmetry are

APA, Harvard, Vancouver, ISO, and other styles

22

Baghebo, Michael, and Kingdom Mienebimo. "BALANCE OF TRADE, EXCHANGE RATE AND ECONOMIC GROWTH IN NIGERIA." International Journal of Advanced Studies in Business Strategies and Management 11, no. 1 (2024): 217–41. http://dx.doi.org/10.48028/iiprds/ijasbsm.v11.i1.15.

Full text

Abstract:

This study delved into the relationship between the balance of trade, exchange rates, and economic growth in Nigeria. Utilizing annual time series data spanning from 1981 to 2021 sourced from the Central Bank of Nigeria (CBN) statistical bulletin and the National Bureau of Statistics (NBS), the investigation employed a Heteroskedasticity Model. Within this framework, GARCH, an expanded version of ARCH, and the Exponential Generalized Autoregressive Conditional Heteroskedasticity (EGACH) were applied. The findings revealed that both trade balance and exchange rates exhibited heightened sensitiv

APA, Harvard, Vancouver, ISO, and other styles

23

Atai, A. A., M. Panahiazar, and R. Eghtefari. "Limit load analysis of a spring-supported shallow arch of variable thickness given by a power-law, exponential, or logarithmic formula." Mechanics of Solids 50, no. 6 (2015): 676–86. http://dx.doi.org/10.3103/s0025654415060084.

Full text

APA, Harvard, Vancouver, ISO, and other styles

24

Hanifa, Rezky Dwi, Mustafid Mustafid, and Arief Rachman Hakim. "PEMODELAN AUTOREGRESSIVE FRACTIONALLY INTEGRATED MOVING AVERAGE DENGAN EFEK EXPONENTIAL GARCH (ARFIMA-EGARCH) UNTUK PREDIKSI HARGA BERAS DI KOTA SEMARANG." Jurnal Gaussian 10, no. 2 (2021): 279–92. http://dx.doi.org/10.14710/j.gauss.v10i2.29933.

Full text

Abstract:

Time series data is a type of data that is often used to estimate future values. Long memory phenomenon often occurs in time series data. Long memory is a condition that shows a strong correlation between observations even though they are quite far away. This phenomenon can be overcome by modeling time series data using the Autoregressive Fractional Integrated Moving Average (ARFIMA) model. This model is characterized by a fractional difference value. ARFIMA (Autoregressive Fractional Integrated Moving Average) model assumes that the residuals are normally distributed, mutually independent, an

APA, Harvard, Vancouver, ISO, and other styles

25

Andersen, Torben G. "SIMULATION-BASED ECONOMETRIC METHODS." Econometric Theory 16, no. 1 (2000): 131–38. http://dx.doi.org/10.1017/s0266466600001080.

Full text

Abstract:

The accessibility of high-performance computing power has always influenced theoretical and applied econometrics. Gouriéroux and Monfort begin their recent offering, Simulation-Based Econometric Methods, with a stylized three-stage classification of the history of statistical econometrics. In the first stage, lasting through the 1960's, models and estimation methods were designed to produce closed-form expressions for the estimators. This spurred thorough investigation of the standard linear model, linear simultaneous equations with the associated instrumental variable techniques, and maximum

APA, Harvard, Vancouver, ISO, and other styles

26

Deng, Luming, and Yulin Deng. "Temporal and Spatial Variation Study on Corrosion of High-Strength Steel Wires in the Suspender of CFST Arch Bridge." Coatings 14, no. 5 (2024): 628. http://dx.doi.org/10.3390/coatings14050628.

Full text

Abstract:

The corrosion and degradation behavior of high-strength steel wires during service directly affect the safety and usability of suspenders in steel pipe concrete arch bridges. In this study, three different types of specimens were fabricated using steel wires extracted from the suspenders of an 11-year-old in-service arch bridge and subjected to accelerated corrosion tests with acetic acid. Considering the differential diffusion processes of corrosion factors caused by varying degrees of damage to the suspender sheath, the spatial corrosion variability of steel wires at different positions with

APA, Harvard, Vancouver, ISO, and other styles

27

Edwards, Aurélie, Mark J. Delong, and Thomas L. Pallone. "Interstitial water and solute recovery by inner medullary vasa recta." American Journal of Physiology-Renal Physiology 278, no. 2 (2000): F257—F269. http://dx.doi.org/10.1152/ajprenal.2000.278.2.f257.

Full text

Abstract:

A recent model of volume and solute microvascular exchange in the renal medulla was extended by simulating the deposition of NaCl, urea, and water into the medullary interstitium from the loops of Henle and collecting ducts with generation rates that undergo spatial variation within the inner medullary interstitium. To build an exponential osmolality gradient in the inner medulla, as suggested by Koepsell et al. (H. Koepsell, W. E. A. P. Nicholson, W. Kriz, and H. J. Höhling. Pflügers Arch. 350: 167–184, 1974), the ratio of the interstitial area-weighted generation rate of small solutes to tha

APA, Harvard, Vancouver, ISO, and other styles

28

Raza, Hasan, and Shafaq Malik. "IMPACT OF POLITICAL INSTABILITY AND TERRORISM ON STOCK RETURNS: EVIDENCE FROM PAKISTAN." Jinnah Business Review 01, no. 02 (2013): 47–54. http://dx.doi.org/10.53369/nbiy1417.

Full text

Abstract:

This study examines the impact of terrorist activities and regime in Pakistan on the return and volatility dynamics of the financial markets in Pakistan between year 2000 and 2010. The study constructs two dummy variables that quantify political instability and terror and examine the effect on stock market volatility. An ARCH and GARCH model to discover evidence that terrorism and regime has a significant impact on both the return and volatility dynamics of stock markets. To capture the asymmetries in terms of negative and positive shocks, this study also uses threshold GARCH (TGARCH) and an e

APA, Harvard, Vancouver, ISO, and other styles

29

Ghufran, Bushra, Hayat M. Awan, Aftab Khan Khakwani, and Muhammad Azeem Qureshi. "What Causes Stock Market Volatility in Pakistan? Evidence from the Field." Economics Research International 2016 (August 28, 2016): 1–9. http://dx.doi.org/10.1155/2016/3698297.

Full text

Abstract:

We examined the presence of volatility at the Karachi Stock Exchange (recently changed the name to Pakistan Stock Exchange) (KSE) by fitting Exponential Generalized Autoregressive Conditional Heteroskedasticity (EGARCH) model to 25 years’ index data. We found that the ARCH effects are present in the data indicating the stock market cluster volatility during the period under study. We found persistent high volatility in the stock market and presence of negative leverage effect. Moreover, we tried to identify the factors causing stock market volatility by collecting and analyzing the primary dat

APA, Harvard, Vancouver, ISO, and other styles

30

Husein, Ismail, and Arya Impun Diapari Lubis. "Egarch Model Prediction for Sale Stock Price." Jurnal Varian 6, no. 1 (2022): 49–60. http://dx.doi.org/10.30812/varian.v6i1.1975.

Full text

Abstract:

Stock is an investment in the capital market that is very promising for investors. Investors can also get high returns from the shares invested. However, this stock price is not always stable, it can go up and down drastically. The purpose of this study is to predict stock prices because they often experience instability. The method used in this research is using the Exponential generalized autoregressive conditional heteroscedasticity (EGARCH) model with the Quasi Maximum Likelihood (QML) method. The result of this research is the implementation of this model. The EGARCH model used is the sto

APA, Harvard, Vancouver, ISO, and other styles

31

Sarkandiz, M. R., and S. Ghayekhloo. "Forecasting the Turkish lira Exchange Rates Through Univariate Techniques: Can the Simple Models Outperform the Sophisticated Ones?" Finance: Theory and Practice 28, no. 2 (2024): 239–52. http://dx.doi.org/10.26794/2587-5671-2024-28-2-239-252.

Full text

Abstract:

The Central Bank of Turkey’s policy to decrease the nominal interest rate has caused episodes of severe fluctuations in Turkish lira exchange rates during 2022. According to these conditions, the daily return of the USD/TRY have attracted the risk-taker investors’ attention. Therefore, the uncertainty about the rates has pushed algorithmic traders toward finding the best forecasting model. While there is a growing tendency to employ sophisticated models to forecast financial time series, in most cases, simple models can provide more precise forecasts. To examine that claim, present study has u

APA, Harvard, Vancouver, ISO, and other styles

32

Sonnenschein, Hannes, and Tomas Lindgren. "The Shapeshifting Self: Narrative Pathways into Political Violence." Religions 11, no. 9 (2020): 464. http://dx.doi.org/10.3390/rel11090464.

Full text

Abstract:

In the wake of numerous terror attacks around the globe, academic and popular discourse on radicalization has witnessed exponential growth in publications that, sadly, have not resulted in a coherent or consensus definition of the concept, nor have they determined its causality and effects. In this article, we use the term three-pronged process of radicalization by narrative to denote an ongoing process of meaning-making, adaptation, and coping, and argue this process to be inherently linked with the social, cultural, and ideological construction and reconstruction of the identity arch-story o

APA, Harvard, Vancouver, ISO, and other styles

33

Alkali, Musa, Ibrahim Sipan, and Muhammad Najib Razali. "The effect of negative information on the volatility of real estate residential prices in Abuja, Nigeria." International Journal of Housing Markets and Analysis 13, no. 2 (2019): 267–80. http://dx.doi.org/10.1108/ijhma-03-2019-0036.

Full text

Abstract:

Purpose The purpose of this paper is to determine the effect of negative information on the volatility of real estate residential prices in Abuja, Nigeria. Design/methodology/approach The empirical research covers a sample period of 17 years from the first quarter of 2000 to the fourth quarter of 2017. The leverage effect of Abuja’s real estate residential price volatility is determined. Exponential generalised autoregressive conditional heteroscedasticity is used to determine the ARCH shock, GARCH persistence and the leverage effect of the volatility of residential prices in Abuja. Findings T

APA, Harvard, Vancouver, ISO, and other styles

34

Tolulope, Jerumeh. "Nature, Trends and Drivers of Food Price Volatility in Nigeria." European Journal of Agriculture and Food Sciences 4, no. 6 (2022): 109–17. http://dx.doi.org/10.24018/ejfood.2022.4.6.619.

Full text

Abstract:

The volatility of food prices is an important risk factor which constitutes serious threat to the welfare of millions of people around the world, particularly in developing countries like Nigeria. The study therefore investigated the pattern and drivers of food price volatility in Nigeria using annual and monthly time series data from January,2000 to December, 2020. Data analysis was done using descriptive statistics, Coefficient of Variation, Auto-Regressive Conditional Heteroscedasticity (ARCH) model, Generalized Auto-Regressive Conditional Heteroscedasticity (GARCH) model, and Exponential G

APA, Harvard, Vancouver, ISO, and other styles

35

Abdul Rahman, Nur Haizum, Goh Hui Jia, and Hani Syahida Zulkafli. "GARCH Models and Distributions Comparison for Nonlinear Time Series with Volatilities." Malaysian Journal of Fundamental and Applied Sciences 19, no. 6 (2023): 989–1001. http://dx.doi.org/10.11113/mjfas.v19n6.3101.

Full text

Abstract:

The Generalized Autoregressive Conditional Heteroskedasticity (GARCH) model is extensively used for handling volatilities. However, with numerous extensions to the standard GARCH model, selecting the most suitable model for forecasting price volatilities becomes challenging. This study aims to examine the performance of different GARCH models in forecasting crude oil price volatilities using West Texas Intermediate (WTI) data. The models considered are the standard GARCH, Integrated GARCH (IGARCH), Exponential GARCH (EGARCH), and Golsten, Jagannathan, and Runkle GARCH (GJR-GARCH), each with no

APA, Harvard, Vancouver, ISO, and other styles

36

Hutapea, Tigor. "Analysis of Volatility of the Return of Composite Stock Price Index Using ARCH/GARCH Model, January 2015 - September 2024." JURNAL KEWIRAUSAHAAN, AKUNTANSI DAN MANAJEMEN TRI BISNIS 7, no. 1 (2025): 81–99. https://doi.org/10.59806/jkamtb.v7i1.498.

Full text

Abstract:

The objectives of this paper is to identify and measure the volatility of the return of composite stock price index in the time period January, 2015 – September, 2024 using model ARCH/GARCH. It has been identified that the best model in explaining the volatility of the return in the time period was GARCH (1,1). The interesting findings, among others, firstly, the average return of the index is 0.4548 or 45.48 percent monthly in the time period. Secondly, the volatility of return of index at the certain month affected by squared residual of previous months of 27.63 percent. Thirdly, 53.58 perce

APA, Harvard, Vancouver, ISO, and other styles

37

Wu, Yimin, Zhuangzhuang Zhou, Shuai Shao, Zhizhong Zhao, Kaixun Hu, and Sijie Wang. "Monitoring and Analysis of Deformation Refinement Characteristics of a Loess Tunnel Based on 3D Laser Scanning Technology." Applied Sciences 12, no. 10 (2022): 5136. http://dx.doi.org/10.3390/app12105136.

Full text

Abstract:

Loess tunnels often undergo large-scale deformation with complex spatial and temporal distribution. Mastering the characteristics of spatial and temporal deformation is conducive to precise policy implementation and the control of large deformation of the tunnel. In this study, relying on the Yulinzi Tunnel in Gansu Province, China, based on 3D laser scanning technology, the tunnel was monitored for a short period of 24 h and a long period of 36 days. The refined characteristics of the temporal and spatial deformation of the representative points of the interrupted surface, the tunnel face, an

APA, Harvard, Vancouver, ISO, and other styles

38

Faal, Maryam, and Farshad Almasganj. "ECG Signal Modeling Using Volatility Properties: Its Application in Sleep Apnea Syndrome." Journal of Healthcare Engineering 2021 (July 7, 2021): 1–12. http://dx.doi.org/10.1155/2021/4894501.

Full text

Abstract:

This study presents and evaluates the mathematical model to estimate the mean and variance of single-lead ECG signals in sleep apnea syndrome. Our objective is to use the volatility property of the ECG signal for modeling. ECG signal is a stochastic signal whose mean and variance are time-varying. So, we propose to decompose this nonstationarity into two additive components; a homoscedastic Autoregressive Integrated Moving Average (ARIMA) and a heteroscedastic time series in terms of Exponential Generalized Autoregressive Conditional Heteroskedasticity (EGARCH), where the former captures the l

APA, Harvard, Vancouver, ISO, and other styles

39

Rossetti, Nara, Marcelo Seido Nagano, and Jorge Luis Faria Meirelles. "A behavioral analysis of the volatility of interbank interest rates in developed and emerging countries." Journal of Economics, Finance and Administrative Science 22, no. 42 (2017): 99–128. http://dx.doi.org/10.1108/jefas-02-2017-0033.

Full text

Abstract:

Purpose This paper aims to analyse the volatility of the fixed income market from 11 countries (Brazil, Russia, India, China, South Africa, Argentina, Chile, Mexico, USA, Germany and Japan) from January 2000 to December 2011 by examining the interbank interest rates from each market. Design/methodology/approach To the volatility of interest rates returns, the study used models of auto-regressive conditional heteroscedasticity, autoregressive conditional heteroscedasticity (ARCH), generalized autoregressive conditional heteroscedasticity (GARCH), exponential generalized autoregressive condition

APA, Harvard, Vancouver, ISO, and other styles

40

Lee, J. Y., P. S. Symonds, and G. Borino. "Chaotic Responses of a Two-Degree-of-Freedom Elastic-Plastic Beam Model to Short Pulse Loading." Journal of Applied Mechanics 59, no. 4 (1992): 711–21. http://dx.doi.org/10.1115/1.2894033.

Full text

Abstract:

The paper discusses chaotic response behavior of a beam model whose ends are fixed, so that shallow arch action prevails after moderate plastic straining has occurred due to a short pulse of transverse loading. Examples of anomalous displacement-time histories of a uniform beam are first shown. These motivated the present study of a two-degree-of-freedom model of Shanley type. Calculations confirm these behaviors as symptoms of chaotic unpredictability. Evidence of chaos is seen in displacement-time histories, in phase plane and power spectral diagrams, and especially in extreme sensitivity to

APA, Harvard, Vancouver, ISO, and other styles

41

Dr., Amra Minhas Abid Dr. Mariya Mujib Dr. Sania Sohail. "A RESEARCH STUDY TO ASSESS THE USE OF SHAPE MEMORY POLYMERS IN REGULAR ORTHODONTICS PRACTICE WITH RESPECT TO ASSOCIATED FEATURES." INDO AMERICAN JOURNAL OF PHARMACEUTICAL SCIENCES o6, no. 08 (2019): 14510–19. https://doi.org/10.5281/zenodo.3362502.

Full text

Abstract:

<em>Glass fibre reinforced shape memory polymers (GFRSMPU) is a potential alternate material for the Orthodontics archwires. It has added benefits over metal wires which include better mechanical features, allergy, infection and pure shape memory polymers deficiency. The process of preparation of shape memory polymer wire includes melt-spinning of polymers block copolymer for Orthodontics application in two-step procedure poly (e-caprolactone) diol (PCL), 4,4<sup>0</sup>-methylene bis (phenyl isocyanate) reaction and 1,4-butanediol. An Orthodontics assessment was also conducted on an Orthodont

APA, Harvard, Vancouver, ISO, and other styles

42

Dr., Maria Mustafa Dr Azka Anser Dr Ammad Amjad. "A RESEARCH STUDY TO ASSESS THE USE OF SHAPE MEMORY POLYMERS IN REGULAR ORTHODONTIC PRACTICE WITH RESPECT TO ASSOCIATED FEATURES." INDO AMERICAN JOURNAL OF PHARMACEUTICAL SCIENCES o6, no. 08 (2019): 15347–56. https://doi.org/10.5281/zenodo.3378217.

Full text

Abstract:

<em>Glass fibre reinforced shape memory polymers (GFRSMPU) is a potential alternate material for the orthodontic archwires. It has added benefits over metal wires which include better mechanical features, allergy, infection and pure shape memory polymers deficiency. The process of preparation of shape memory polymer wire includes melt-spinning of polymers block copolymer for orthodontic application in two-step procedure poly (e-caprolactone) diol (PCL), 4,4<sup>0</sup>-methylene bis (phenyl isocyanate) reaction and 1,4-butanediol. An orthodontic assessment was also conducted on an orthodontic

APA, Harvard, Vancouver, ISO, and other styles

43

Benoit, Antoine. "WKB EXPANSIONS FOR HYPERBOLIC BOUNDARY VALUE PROBLEMS IN A STRIP: SELFINTERACTION MEETS STRONG WELL-POSEDNESS." Journal of the Institute of Mathematics of Jussieu 19, no. 5 (2018): 1629–75. http://dx.doi.org/10.1017/s1474748018000506.

Full text

Abstract:

In this article we are interested in the rigorous construction of WKB expansions for hyperbolic boundary value problems in the strip $\mathbb{R}^{d-1}\times [0,1]$. In this geometry, a new inversibility condition has to be imposed to construct the WKB expansion. This new condition is due to selfinteraction phenomenon which naturally appear when several boundary conditions are imposed. More precisely, by selfinteraction we mean that some rays can regenerated themselves after some rebounds against the sides of the strip. This phenomenon is not new and has already been studied in Benoit (Geometri

APA, Harvard, Vancouver, ISO, and other styles

44

Dr., Amra Minhas Abid Dr. Mariya Mujib Dr. Sania Sohail. "A RESEARCH STUDY TO ASSESS THE USE OF SHAPE MEMORY POLYMERS IN REGULAR ORTHODONTIC PRACTICE WITH RESPECT TO ASSOCIATED FEATURES." INDO AMERICAN JOURNAL OF PHARMACEUTICAL SCIENCES o6, no. 07 (2019): 13732–41. https://doi.org/10.5281/zenodo.3350456.

Full text

Abstract:

<strong>Abstract:</strong> <em>Glass fibre reinforced shape memory polymers (GFRSMPU) is a potential alternate material for the orthodontic archwires. It has added benefits over metal wires which include better mechanical features, allergy, infection and pure shape memory polymers deficiency. The process of preparation of shape memory polymer wire includes melt-spinning of polymers block copolymer for orthodontic application in two-step procedure poly (e-caprolactone) diol (PCL), 4,4<sup>0</sup>-methylene bis (phenyl isocyanate) reaction and 1,4-butanediol. An orthodontic assessment was also c

APA, Harvard, Vancouver, ISO, and other styles

45

Bose, Shekar, and Hafizur Rahman. "Are News Effects Necessarily Asymmetric? Evidence from Bangladesh Stock Market." SAGE Open 12, no. 4 (2022): 215824402211271. http://dx.doi.org/10.1177/21582440221127157.

Full text

Abstract:

The primary objective of this paper is to empirically examine the nature and statistical significance of the news effect on conditional volatility of unpredictable components of stock returns. Daily stock return data of 12 local and multinational companies on Dhaka Stock Exchange Ltd., Bangladesh, for the period 1990 to 2011 were used in this study. The likelihood of asymmetric effects of news on conditional volatility was tested using a set of diagnostics under the Generalized Autoregressive Conditional Heteroscedasticity (GARCH) framework. The results fail to reject the null hypothesis of sy

APA, Harvard, Vancouver, ISO, and other styles

46

Sun, Chuang, Yunhe Ao, and Laigui Wang. "The Research on Strain-Softening Characteristics and Local Fracture Law of Deep Granite Roadway." Complexity 2020 (June 22, 2020): 1–13. http://dx.doi.org/10.1155/2020/1064016.

Full text

Abstract:

The complex mechanical properties of deep surrounding rocks during excavation and unloading have always been a concern in engineering communities. Based on deep roadway engineering, the mechanical properties of granite strain-softening were investigated by laboratory tests. An exponential relationship between granite peak softening modulus and confining pressure was obtained using a nonlinear fitting method. A strain-softening model was developed based on plasticity theory for granite which took into account the nonlinear dilatancy angle and confining pressure. A mathematical model was develop

APA, Harvard, Vancouver, ISO, and other styles

47

Tessitore, L., G. Bonelli, G. Cecchini, R. Autelli, J. S. Amenta, and F. M. Baccino. "Regulation of protein turnover versus growth state. Studies on the mechanism(s) of initiation of acidic vacuolar proteolysis in cells of stationary ascites hepatoma." Biochemical Journal 251, no. 2 (1988): 483–90. http://dx.doi.org/10.1042/bj2510483.

Full text

Abstract:

1. After transplantation, the rat AH-130 Yoshida ascites hepatoma enters a phase of exponential (log) growth, followed by a quasi-stationary (sta) state. Combining measurements made in vivo and in vitro, cessation of protein accumulation (growth) in sta phase has previously been shown to result from convergent reduction of protein synthesis and enhancement of protein breakdown [Tessitore, Bonelli, Cecchini, Amenta & Baccino (1987) Arch. Biochem. Biophys. 255, 372-384]. 2. One day after labelling in the animal with [3H]leucine, AH-130 cells were processed for short-term assays in vitro to m

APA, Harvard, Vancouver, ISO, and other styles

48

Fatima, Anum, Abdul Rashid, and Atiq-uz-Zafar Khan. "Asymmetric impact of shocks on Islamic stock indices: a cross country analysis." Journal of Islamic Marketing 10, no. 1 (2019): 2–86. http://dx.doi.org/10.1108/jima-04-2017-0043.

Full text

Abstract:

PurposeSeveral studies focus on asymmetric impact of shocks on conventional stocks. However, only few studies explore Islamic stocks, but none has examined the asymmetric impact of shocks on Islamic stocks. This study aims to fill the gap by investigating the asymmetric impact of shocks on Islamic stocks. Specifically, it identifies the effect of good and bad news on Islamic stock market. The study also aims to examine the returns and volatility spillover effects across different Islamic markets.Design/methodology/approachTo carry out the empirical analysis, the authors have applied the expone

APA, Harvard, Vancouver, ISO, and other styles

49

Wang, Yingchao, Yang Liu, Yongliang Li, Wen Jiang, and Yueming Wang. "Experimental Study on the Failure Mechanism of Tunnel Surrounding Rock under Different Groundwater Seepage Paths." Geofluids 2021 (May 6, 2021): 1–17. http://dx.doi.org/10.1155/2021/8856365.

Full text

Abstract:

The influence of groundwater on tunnel engineering is very complicated. Due to the complexity of water flow water pressure transfer and uncertain defects in the stratum, all of which are key factors with regard to the design of tunnel engineering. Therefore, the variation of surrounding rock during excavation and the deformation and failure of soft surrounding rock under different seepage paths of underground water after excavation systematically. Experimental results showed that the stress change of surrounding rock caused by tunnel excavation can be divided into 3 stages: stress redistributi

APA, Harvard, Vancouver, ISO, and other styles

50

Othman, Anwar Hasan Abdullah, Syed Musa Alhabshi, and Razali Haron. "The effect of symmetric and asymmetric information on volatility structure of crypto-currency markets." Journal of Financial Economic Policy 11, no. 3 (2019): 432–50. http://dx.doi.org/10.1108/jfep-10-2018-0147.

Full text

Abstract:

Purpose This paper aims to examine whether the crypto-currencies’ market returns are symmetric or asymmetric informative, through analysing the daily logarithmic returns of bitcoin currency over the period of 2011-2017. Design/methodology/approach In doing so, the symmetric informative analysis is estimated by applying the generalised auto-regressive conditional heteroscedasticity (GARCH) (1,1) model, whereas asymmetric informative or leverage effects analysis is estimated by exponential GARCH (1,1), asymmetric power ARCH (1,1) and threshold GARCH (1,1) models. In addition, the generalized aut

APA, Harvard, Vancouver, ISO, and other styles

We offer discounts on all premium plans for authors whose works are included in thematic literature selections. Contact us to get a unique promo code!