Original Research
Accepted on 29 Jun 2026
Exchange Rate Volatility Modeling: ARIMAX-FIGARCH with Wavelet-Based Outlier Detection for USD/PEN
in Mathematical Finance
Frontiers in Applied Mathematics and Statistics
- 234 views
Type at least 3 characters
104 articles
articles
Original Research
Published on 10 Jun 2026
Spatial patterns and determinants of loss-making enterprises in Russia
in Mathematical Finance
Frontiers in Applied Mathematics and Statistics
doi 10.3389/fams.2026.1736803
- 1,085 views
Original Research
Published on 20 May 2026
Macroeconomic transmission effects on stock market performance in Tanzania: evidence from a structural VAR analysis
in Mathematical Finance
Frontiers in Applied Mathematics and Statistics
doi 10.3389/fams.2026.1767838
- 1,350 views
Original Research
Published on 18 May 2026
Institutional transparency and left-tail risk spillovers in global REIT markets: evidence from COVID-19 and U.S.–China trade shocks
in Mathematical Finance
Frontiers in Applied Mathematics and Statistics
doi 10.3389/fams.2026.1786071
- 1,027 views
Original Research
Published on 02 Mar 2026
Analysis of the duration measurement of Jordanian debt as an effective hedging risk tool
in Mathematical Finance
Frontiers in Applied Mathematics and Statistics
doi 10.3389/fams.2026.1736648
- 1,090 views
Original Research
Published on 29 Jan 2026
Enhanced state-space estimation of long-memory commodity volatility using the Unscented Kalman Filter and variational Bayes method for non-linear modeling
in Mathematical Finance
Frontiers in Applied Mathematics and Statistics
doi 10.3389/fams.2025.1706220
- 1,731 views
Original Research
Published on 16 Jan 2026
Financial inclusion and natural resource rents: non-linear effects on economic growth in Sub-Saharan Africa
in Mathematical Finance
Frontiers in Applied Mathematics and Statistics
doi 10.3389/fams.2025.1728349
- 2,276 views
Original Research
Published on 11 Dec 2025
FinTech, financial inclusion, and green growth in ASEAN-5 countries: evidence from multidimensional panel analysis methods
in Mathematical Finance
Frontiers in Applied Mathematics and Statistics
doi 10.3389/fams.2025.1679956
- 4,023 views
- 1 citation
Original Research
Published on 30 Oct 2025
Dependence modeling and portfolio optimization with copula-GARCH: a European investment perspective
in Mathematical Finance
Frontiers in Applied Mathematics and Statistics
doi 10.3389/fams.2025.1675120
- 4,434 views
- 1 citation
Original Research
Published on 15 Sep 2025
A deep learning forecasting of downside risk: application of a combined ESRNN-VAE
in Mathematical Finance
Frontiers in Applied Mathematics and Statistics
doi 10.3389/fams.2025.1662252
- 4,016 views
- 6 citations
Original Research
Published on 15 Sep 2025
Artificial intelligence and exchange rate forecasting: assessing predictive accuracy and macroeconomic sensitivity
in Mathematical Finance
Frontiers in Applied Mathematics and Statistics
doi 10.3389/fams.2025.1654093
- 9,661 views
- 1 citation
Original Research
Published on 10 Sep 2025
Optimal portfolio selection in jump-uncertain stochastic markets via maximum principle and dynamic programming
in Mathematical Finance
Frontiers in Applied Mathematics and Statistics
doi 10.3389/fams.2025.1667889
- 2,622 views
Original Research
Published on 05 Sep 2025
Can green credit enhance the competitiveness of commercial banks? Evidence from China
in Mathematical Finance
Frontiers in Applied Mathematics and Statistics
doi 10.3389/fams.2025.1642815
- 3,207 views
- 1 citation
Original Research
Published on 08 Aug 2025
Analysis of financial growth in manufacturing companies across three Nordic countries
in Mathematical Finance
Frontiers in Applied Mathematics and Statistics
doi 10.3389/fams.2025.1629810
- 4,255 views
Editorial
Published on 21 Jul 2025
Editorial: Financial modeling with frictions
in Mathematical Finance
Frontiers in Applied Mathematics and Statistics
doi 10.3389/fams.2025.1641147
- 2,477 views
Correction
Published on 08 Jul 2025
Correction: Adaptive fractal dynamics: a time-varying Hurst approach to volatility modeling in equity markets
in Mathematical Finance
Frontiers in Applied Mathematics and Statistics
doi 10.3389/fams.2025.1653586
- 1,643 views
Original Research
Published on 23 Jun 2025
Adaptive fractal dynamics: a time-varying Hurst approach to volatility modeling in equity markets
in Mathematical Finance
Frontiers in Applied Mathematics and Statistics
doi 10.3389/fams.2025.1554144
- 6,232 views
- 2 citations
Original Research
Published on 23 Jun 2025
Dividend announcements and share price dynamics: new evidence from Saudi-listed companies using event study approach
in Mathematical Finance
Frontiers in Applied Mathematics and Statistics
doi 10.3389/fams.2025.1574134
- 7,411 views
Original Research
Published on 05 Jun 2025
Financial challenges and sustainable management practices among women enterprise owners in Malaysia: a thematic analysis for long-term stability
in Mathematical Finance
Frontiers in Applied Mathematics and Statistics
doi 10.3389/fams.2025.1575294
- 4,894 views
Original Research
Published on 04 Jun 2025
Improving stock price forecasting with M-A-BiLSTM: a novel approach
in Mathematical Finance
Frontiers in Applied Mathematics and Statistics
doi 10.3389/fams.2025.1588202
- 5,665 views
- 7 citations
Original Research
Published on 20 May 2025
Value at Risk long memory volatility models with heavy-tailed distributions for cryptocurrencies
in Mathematical Finance
Frontiers in Applied Mathematics and Statistics
doi 10.3389/fams.2025.1567626
- 5,995 views
- 6 citations
Original Research
Published on 15 May 2025
On transaction costs in minimum-risk portfolios: insights into risk parity and asset allocation
in Mathematical Finance
Frontiers in Applied Mathematics and Statistics
doi 10.3389/fams.2025.1585187
- 7,307 views
- 1 citation
Original Research
Published on 30 Apr 2025
Impact of COVID-19 transmission rate on co-movement of China’s stock markets
in Mathematical Finance
Frontiers in Applied Mathematics and Statistics
doi 10.3389/fams.2025.1564664
- 2,922 views
- 1 citation
Original Research
Published on 01 Apr 2025
Chaos management and synchronization in the Liu financial system via sliding mode and passive control
in Mathematical Finance
Frontiers in Applied Mathematics and Statistics
doi 10.3389/fams.2025.1554690
- 3,008 views
- 1 citation