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Research on the Influencing Effect between CHVA and CPI in China Based on VAR Models (Articles)
Jinge Zhou, Juan Chen, Xiuli Yu, Yifan Li, Qifeng Lin
American Journal of Industrial and Business Management Vol.3 No.4，July 23, 2013
DOI: 10.4236/ajibm.2013.34044 3,761 Downloads 5,260 Views Citations
Investigating Influential Factors on Improving Poverty Conditions in Latin America (Articles)
Keisuke Mitsumoto, Koichi Yamaura
Journal of Human Resource and Sustainability Studies Vol.6 No.2，June 4, 2018
DOI: 10.4236/jhrss.2018.62035 639 Downloads 1,201 Views Citations
Stationary Vector Autoregressive Representation of Error Correction Models (Articles)
Yun-Yeong Kim
Theoretical Economics Letters Vol.2 No.2，May 23, 2012
DOI: 10.4236/tel.2012.22027 6,433 Downloads 10,422 Views Citations
A Research on Interbank Loan Interest Rate Fluctuation Characteristics and the VaR Risk of China’s Commercial Banks (Articles)
Baoqian Wang, Cheng Wang, Xikun Zhang
Modern Economy Vol.3 No.6，October 31, 2012
DOI: 10.4236/me.2012.36097 5,212 Downloads 7,777 Views Citations
Money Supply and Inflation in Nigeria: Implications for National Development (Articles)
Olorunfemi Sola, Adeleke Peter
Modern Economy Vol.4 No.3，March 27, 2013
DOI: 10.4236/me.2013.43018 9,635 Downloads 17,715 Views Citations
Quantitative Risk Analysis of the Futures Company’s Own Business Based on VaR Model (Articles)
Jianfei Len, Xu Gao, Guorong Jia
Journal of Financial Risk Management Vol.3 No.4，November 13, 2014
DOI: 10.4236/jfrm.2014.34012 3,167 Downloads 3,923 Views Citations
Measuring and Comparing the Value-at-Risk Using GARCH and CARR Models for CSI 300 Index (Articles)
Chunchou Wu
Theoretical Economics Letters Vol.8 No.6，April 23, 2018
DOI: 10.4236/tel.2018.86078 567 Downloads 1,880 Views Citations This article belongs to the Special Issue on Computational Economics and Econometrics
Application of Copula-GARCH to Estimate VaR of a Portfolio with Credit Default Swaps (Articles)
Jhe-Jheng Huang, Leh-Chyan So
Journal of Mathematical Finance Vol.8 No.2，May 17, 2018
DOI: 10.4236/jmf.2018.82025 538 Downloads 1,085 Views Citations
The Structural Relationship between Chinese Money Supply and Inflation Based on VAR Model (Articles)
Shichang Shen, Xiaoyi Dong
Applied Mathematics Vol.10 No.7，July 23, 2019
DOI: 10.4236/am.2019.107041 343 Downloads 590 Views Citations
A Simulation Study on the Performances of Classical Var and Sims-Zha Bayesian Var Models in the Presence of Autocorrelated Errors (Articles)
M. O. Adenomon, V. A. Michael, O. P. Evans
Open Journal of Modelling and Simulation Vol.3 No.4，September 30, 2015
DOI: 10.4236/ojmsi.2015.34016 4,200 Downloads 4,647 Views Citations
On the Performances of Classical VAR and Sims-Zha Bayesian VAR Models in the Presence of Collinearity and Autocorrelated Error Terms (Articles)
Open Journal of Statistics Vol.6 No.1，February 25, 2016
DOI: 10.4236/ojs.2016.61012 2,993 Downloads 3,793 Views Citations
FDI and Economic Development: Evidence from Mainland China (Articles)
Liyan Liu
Journal of Service Science and Management Vol.4 No.4，December 7, 2011
DOI: 10.4236/jssm.2011.44047 5,232 Downloads 10,965 Views Citations
Central Bank Communication, Ambiguity and Market Interest Rates: A Case Study (Articles)
Carlo Di Giorgio, Enzo Rossi
Modern Economy Vol.3 No.3，May 22, 2012
DOI: 10.4236/me.2012.33039 5,408 Downloads 8,084 Views Citations
Empirical Research on the Relationship between Scientific Innovation and Economic Growth in Beijing (Articles)
Lei Zhang, Wei Song, Jun He
Technology and Investment Vol.3 No.3，August 31, 2012
DOI: 10.4236/ti.2012.33023 4,843 Downloads 7,088 Views Citations
The Researches on Exchange Rate Risk of Chinese Commercial Banks Based on Copula-Garch Model (Articles)
Baoqian Wang, Tingting Cao, Shu Wang
Modern Economy Vol.5 No.5，May 23, 2014
DOI: 10.4236/me.2014.55051 4,271 Downloads 5,402 Views Citations
A Research on the Risk Measure of Chinese Copper Futures Market Based on VaR (Articles)
Hu’e Zhao
Open Journal of Social Sciences Vol.2 No.9，August 26, 2014
DOI: 10.4236/jss.2014.29007 3,022 Downloads 3,381 Views Citations
Does Speculation Matters for Wheat Price Shocks? (Articles)
Gökhan Çinar, Adnan Hushmat, Ayşe Uzmay
Theoretical Economics Letters Vol.5 No.4，August 14, 2015
DOI: 10.4236/tel.2015.54061 3,451 Downloads 4,124 Views Citations This article belongs to the Special Issue on International Economics
Financial Risk Measurement for Turkish Insurance Companies Using VaR Models (Articles)
Ismail Yildirim
Journal of Financial Risk Management Vol.4 No.3，September 30, 2015
DOI: 10.4236/jfrm.2015.43013 6,961 Downloads 8,344 Views Citations
The Impact of Margin Trading on Volatility of Stock Market: Evidence from SSE 50 Index (Articles)
Muwei Chen
Journal of Financial Risk Management Vol.5 No.3，September 29, 2016
DOI: 10.4236/jfrm.2016.53018 2,228 Downloads 3,969 Views Citations
A Model of Carbon Price Interactions with International Embodied Carbon (Articles)
Yan Lin
Open Journal of Social Sciences Vol.5 No.3，March 16, 2017
DOI: 10.4236/jss.2017.53004 1,137 Downloads 1,420 Views Citations