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ISSN
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Short Term Forecasting Performances of Classical VAR and Sims-Zha Bayesian VAR Models for Time Series with Collinear Variables and Correlated Error Terms
(Articles)
M. O. Adenomon
,
V. A. Michael
,
O. P. Evans
Open Journal of Statistics
Vol.5 No.7
,December 18, 2015
DOI:
10.4236/ojs.2015.57074
4,727
Downloads
5,897
Views
Citations
This article belongs to the Special Issue on
Time Series Analysis
A Hybrid Importance Sampling Algorithm for Estimating VaR under the Jump Diffusion Model
(Articles)
Tian-Shyr Dai
,
Li-Min Liu
Journal of Software Engineering and Applications
Vol.2 No.4
,November 27, 2009
DOI:
10.4236/jsea.2009.24039
5,129
Downloads
9,005
Views
Citations
The Optimal Portfolio Model Based on Mean-CVaR
(Articles)
Xing Yu
,
Hongguo Sun
,
Guohua Chen
Journal of Mathematical Finance
Vol.1 No.3
,November 8, 2011
DOI:
10.4236/jmf.2011.13017
5,317
Downloads
10,480
Views
Citations
An Econometric Approach to Incorporating Non-Normality in VaR Measurement
(Articles)
Victor Gumbo
,
Simiso Siziba
Journal of Mathematical Finance
Vol.6 No.1
,February 25, 2016
DOI:
10.4236/jmf.2016.61010
2,665
Downloads
3,488
Views
Citations
Current Account & Real Exchange Rate Dynamics in the Caribbean and Latin America Compared to the G7 Countries
(Articles)
Andre Y. Haughton
Theoretical Economics Letters
Vol.6 No.5
,October 20, 2016
DOI:
10.4236/tel.2016.65109
1,438
Downloads
2,621
Views
Citations
This article belongs to the Special Issue on
Exchange Rates and Prices
Does the VaR Measurement Using Monte-Carlo Simulation Work in China?—Evidence from Chinese Listed Banks
(Articles)
Dehong Wang
,
Jianbo Song
,
Yongzhao Lin
Journal of Financial Risk Management
Vol.6 No.1
,March 15, 2017
DOI:
10.4236/jfrm.2017.61006
1,831
Downloads
4,027
Views
Citations
WAEMU Trade and Current Account Balance Deficit Analysis: A Panel VAR Approach
(Articles)
Amadou Maiga Ousseini
,
Xiaojuan Hu
,
Badamassi Aboubacar
Theoretical Economics Letters
Vol.7 No.4
,June 14, 2017
DOI:
10.4236/tel.2017.74060
1,805
Downloads
4,480
Views
Citations
Valuation and Risk Assessment of a Portfolio of Variable Annuities: A Vector Autoregression Approach
(Articles)
Albina Orlando
,
Gary Parker
Journal of Mathematical Finance
Vol.8 No.2
,May 9, 2018
DOI:
10.4236/jmf.2018.82023
783
Downloads
1,822
Views
Citations
Forecasting the Impact of Information Security Breaches on Stock Market Returns and VaR Backtest
(Articles)
Ilaria Colivicchi
,
Riccardo Vignaroli
Journal of Mathematical Finance
Vol.9 No.3
,August 21, 2019
DOI:
10.4236/jmf.2019.93024
789
Downloads
2,155
Views
Citations
CDS-Bond Basis Dynamic and Credit Spread Price Discovery: A Test for European Corporate and Sovereign Bond Markets
(Articles)
Michele Patanè
,
Mattia Tedesco
,
Stefano Zedda
Modern Economy
Vol.10 No.8
,August 28, 2019
DOI:
10.4236/me.2019.108126
875
Downloads
2,155
Views
Citations
Research on Influencing Factors of Auto Insurance Premium under the Background of Marketization Reform—Empirical Analysis Based on VAR Model
(Articles)
Zeqia Tang
,
Min Chen
Open Journal of Social Sciences
Vol.8 No.7
,July 28, 2020
DOI:
10.4236/jss.2020.87025
364
Downloads
1,800
Views
Citations
Environmental Pollution Nexus Economic Growth and Energy Consumption
(Articles)
Michel Mivumbi
,
Xiaoling Yuan
Modern Economy
Vol.12 No.4
,March 31, 2021
DOI:
10.4236/me.2021.124034
509
Downloads
1,604
Views
Citations
I Was Learning Economics at the Cost of the Economy
(Articles)
Majumder Debasish
Theoretical Economics Letters
Vol.11 No.3
,June 29, 2021
DOI:
10.4236/tel.2021.113041
258
Downloads
758
Views
Citations
An Analysis of Tourist Spending by International Visitors to the United States during the COVID-19 Pandemic
(Articles)
Eyitayo Olaleye
,
Jacob Oluwoye
Open Journal of Social Sciences
Vol.10 No.7
,July 15, 2022
DOI:
10.4236/jss.2022.107016
130
Downloads
957
Views
Citations
Empirical Study on the Relationship between Investors’ Attention and Individual Stock Returns in the Chinese Stock Market
(Articles)
Lixu Chi
,
Li Liang
Open Journal of Social Sciences
Vol.10 No.9
,August 15, 2022
DOI:
10.4236/jss.2022.109009
148
Downloads
741
Views
Citations
This article belongs to the Special Issue on
Social and Behavioral Sciences
Economic Freedom and the Determinants of the Bank Spread in South America
(Articles)
Vladimir Fernandes-Maciel
,
Ulisses Ruiz De-Gamboa
,
Rafael Estevão Garcia-Alves
Theoretical Economics Letters
Vol.12 No.6
,December 30, 2022
DOI:
10.4236/tel.2022.126101
76
Downloads
396
Views
Citations
The Effects of Fiscal Policy Shocks on Aggregate Demand and Economic Growth in Kenya: A VAR Analysis
(Articles)
Obed Kipkemboi Tiony
Modern Economy
Vol.14 No.8
,August 22, 2023
DOI:
10.4236/me.2023.148056
141
Downloads
862
Views
Citations
Effects of the Reactive Power Injection on the Grid—The Rise of the Volt/var Interaction Chain
(Articles)
Albana Ilo
Smart Grid and Renewable Energy
Vol.7 No.7
,July 29, 2016
DOI:
10.4236/sgre.2016.77017
3,549
Downloads
7,188
Views
Citations
Impact of Distributed Generation on Smart Grid Transient Stability
(Articles)
Nur Asyik Hidayatullah
,
Zahir J. Paracha
,
Akhtar Kalam
Smart Grid and Renewable Energy
Vol.2 No.2
,May 19, 2011
DOI:
10.4236/sgre.2011.22012
11,876
Downloads
22,862
Views
Citations
Isolation, Identification and Screening of Carotenoid-Producing Strains of
Rhodotorula glutinis
(Articles)
Amr Abd El-Rhman El-Banna
,
Amal Mohamed Abd El-Razek
,
Ahmed Rafik El-Mahdy
Food and Nutrition Sciences
Vol.3 No.5
,May 16, 2012
DOI:
10.4236/fns.2012.35086
8,723
Downloads
16,335
Views
Citations
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