{"id":"https://openalex.org/W953624617","doi":"https://doi.org/10.1007/978-3-642-34038-3_58","title":"Comparison of Different Expanded GED-GARCH for Exchange Rate Volatility","display_name":"Comparison of Different Expanded GED-GARCH for Exchange Rate Volatility","publication_year":2012,"publication_date":"2012-01-01","ids":{"openalex":"https://openalex.org/W953624617","doi":"https://doi.org/10.1007/978-3-642-34038-3_58","mag":"953624617"},"language":"en","primary_location":{"id":"doi:10.1007/978-3-642-34038-3_58","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-642-34038-3_58","pdf_url":null,"source":{"id":"https://openalex.org/S2764900261","display_name":"Communications in computer and information science","issn_l":"1865-0929","issn":["1865-0929","1865-0937"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"book series"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Communications in Computer and Information Science","raw_type":"book-chapter"},"type":"book-chapter","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5101475416","display_name":"Yan Gao","orcid":"https://orcid.org/0000-0003-2937-7429"},"institutions":[{"id":"https://openalex.org/I194450716","display_name":"Jilin University","ror":"https://ror.org/00js3aw79","country_code":"CN","type":"education","lineage":["https://openalex.org/I194450716"]},{"id":"https://openalex.org/I4210134929","display_name":"Jilin Province Science and Technology Department","ror":"https://ror.org/049x38272","country_code":"CN","type":"government","lineage":["https://openalex.org/I4210134929"]},{"id":"https://openalex.org/I137506752","display_name":"North China University of Science and Technology","ror":"https://ror.org/04z4wmb81","country_code":"CN","type":"education","lineage":["https://openalex.org/I137506752"]},{"id":"https://openalex.org/I179324530","display_name":"Jilin University of Finance and Economics","ror":"https://ror.org/04az9eh24","country_code":"CN","type":"education","lineage":["https://openalex.org/I179324530"]}],"countries":["CN"],"is_corresponding":true,"raw_author_name":"Yan Gao","raw_affiliation_strings":["College of Science, Hebei United University, Tangshan, Hebei, 063009, China","School of Business, Center for Quantitative Economics of Jilin University, Changchun, Jilin Province, China, 130012"],"affiliations":[{"raw_affiliation_string":"College of Science, Hebei United University, Tangshan, Hebei, 063009, China","institution_ids":["https://openalex.org/I137506752"]},{"raw_affiliation_string":"School of Business, Center for Quantitative Economics of Jilin University, Changchun, Jilin Province, China, 130012","institution_ids":["https://openalex.org/I179324530","https://openalex.org/I194450716","https://openalex.org/I4210134929"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5100417628","display_name":"Dongmei Li","orcid":"https://orcid.org/0000-0003-3770-3554"},"institutions":[{"id":"https://openalex.org/I43337087","display_name":"Hebei University","ror":"https://ror.org/01p884a79","country_code":"CN","type":"education","lineage":["https://openalex.org/I43337087"]},{"id":"https://openalex.org/I137506752","display_name":"North China University of Science and Technology","ror":"https://ror.org/04z4wmb81","country_code":"CN","type":"education","lineage":["https://openalex.org/I137506752"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Dongmei Li","raw_affiliation_strings":["Qinggong College, Hebei United University, Tangshan, Hebei, 063009, China"],"affiliations":[{"raw_affiliation_string":"Qinggong College, Hebei United University, Tangshan, Hebei, 063009, China","institution_ids":["https://openalex.org/I43337087","https://openalex.org/I137506752"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5011626729","display_name":"Lihui Zhou","orcid":"https://orcid.org/0000-0002-4639-264X"},"institutions":[{"id":"https://openalex.org/I137506752","display_name":"North China University of Science and Technology","ror":"https://ror.org/04z4wmb81","country_code":"CN","type":"education","lineage":["https://openalex.org/I137506752"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Lihui Zhou","raw_affiliation_strings":["College of Science, Hebei United University, Tangshan, Hebei, 063009, China"],"affiliations":[{"raw_affiliation_string":"College of Science, Hebei United University, Tangshan, Hebei, 063009, China","institution_ids":["https://openalex.org/I137506752"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5101475416"],"corresponding_institution_ids":["https://openalex.org/I137506752","https://openalex.org/I179324530","https://openalex.org/I194450716","https://openalex.org/I4210134929"],"apc_list":null,"apc_paid":null,"fwci":2.7969,"has_fulltext":false,"cited_by_count":2,"citation_normalized_percentile":{"value":0.89953762,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":94,"max":96},"biblio":{"volume":null,"issue":null,"first_page":"421","last_page":"426"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9977999925613403,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9977999925613403,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11059","display_name":"Market Dynamics and Volatility","score":0.9868999719619751,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9854000210762024,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/leverage-effect","display_name":"Leverage effect","score":0.8570374250411987},{"id":"https://openalex.org/keywords/autoregressive-conditional-heteroskedasticity","display_name":"Autoregressive conditional heteroskedasticity","score":0.8068854808807373},{"id":"https://openalex.org/keywords/exchange-rate","display_name":"Exchange rate","score":0.6946943998336792},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.6458544731140137},{"id":"https://openalex.org/keywords/volatility","display_name":"Volatility (finance)","score":0.6437619924545288},{"id":"https://openalex.org/keywords/leverage","display_name":"Leverage (statistics)","score":0.6259245872497559},{"id":"https://openalex.org/keywords/generalized-normal-distribution","display_name":"Generalized normal distribution","score":0.4570387601852417},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.4537236988544464},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.3060174584388733},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.22437411546707153},{"id":"https://openalex.org/keywords/normal-distribution","display_name":"Normal distribution","score":0.2144354283809662},{"id":"https://openalex.org/keywords/monetary-economics","display_name":"Monetary economics","score":0.1556757092475891}],"concepts":[{"id":"https://openalex.org/C2985497776","wikidata":"https://www.wikidata.org/wiki/Q1148384","display_name":"Leverage effect","level":4,"score":0.8570374250411987},{"id":"https://openalex.org/C23922673","wikidata":"https://www.wikidata.org/wiki/Q180752","display_name":"Autoregressive conditional heteroskedasticity","level":3,"score":0.8068854808807373},{"id":"https://openalex.org/C2776988154","wikidata":"https://www.wikidata.org/wiki/Q66100","display_name":"Exchange rate","level":2,"score":0.6946943998336792},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.6458544731140137},{"id":"https://openalex.org/C91602232","wikidata":"https://www.wikidata.org/wiki/Q756115","display_name":"Volatility (finance)","level":2,"score":0.6437619924545288},{"id":"https://openalex.org/C153083717","wikidata":"https://www.wikidata.org/wiki/Q6535263","display_name":"Leverage (statistics)","level":2,"score":0.6259245872497559},{"id":"https://openalex.org/C171383496","wikidata":"https://www.wikidata.org/wiki/Q2497477","display_name":"Generalized normal distribution","level":3,"score":0.4570387601852417},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.4537236988544464},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.3060174584388733},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.22437411546707153},{"id":"https://openalex.org/C102094743","wikidata":"https://www.wikidata.org/wiki/Q133871","display_name":"Normal distribution","level":2,"score":0.2144354283809662},{"id":"https://openalex.org/C556758197","wikidata":"https://www.wikidata.org/wiki/Q580018","display_name":"Monetary economics","level":1,"score":0.1556757092475891}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1007/978-3-642-34038-3_58","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-642-34038-3_58","pdf_url":null,"source":{"id":"https://openalex.org/S2764900261","display_name":"Communications in computer and information science","issn_l":"1865-0929","issn":["1865-0929","1865-0937"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"book series"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Communications in Computer and Information Science","raw_type":"book-chapter"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":12,"referenced_works":["https://openalex.org/W62961836","https://openalex.org/W1482072896","https://openalex.org/W1551275368","https://openalex.org/W1594889781","https://openalex.org/W1977480757","https://openalex.org/W1979575715","https://openalex.org/W1999996900","https://openalex.org/W2012837311","https://openalex.org/W2362353350","https://openalex.org/W2365188386","https://openalex.org/W2423293082","https://openalex.org/W2946547869"],"related_works":["https://openalex.org/W4386802740","https://openalex.org/W2143835267","https://openalex.org/W1986811129","https://openalex.org/W2932086889","https://openalex.org/W3146868968","https://openalex.org/W2258026418","https://openalex.org/W1846476521","https://openalex.org/W2010083712","https://openalex.org/W1985460449","https://openalex.org/W2057062919"],"abstract_inverted_index":null,"counts_by_year":[{"year":2012,"cited_by_count":2}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}