Login
Login
切换导航
Home
Articles
Journals
Books
News
About
Services
Submit
Home
Journal
Articles
Journals A-Z
Browse Subjects
Biomedical & Life Sci.
Business & Economics
Chemistry & Materials Sci.
Computer Sci. & Commun.
Earth & Environmental Sci.
Engineering
Medicine & Healthcare
Physics & Mathematics
Social Sci. & Humanities
Browse Subjects
Biomedical & Life Sciences
Business & Economics
Chemistry & Materials Science
Computer Science & Communications
Earth & Environmental Sciences
Engineering
Medicine & Healthcare
Physics & Mathematics
Social Sciences & Humanities
Publish with us
Paper Submission
Information for Authors
Peer-Review Resources
Open Special Issues
Open Access Statement
Frequently Asked Questions
Publish with us
Paper Submission
Information for Authors
Peer-Review Resources
Open Special Issues
Open Access Statement
Frequently Asked Questions
Follow SCIRP
Contact us
+1 323-425-8868
customer@scirp.org
+86 18163351462(WhatsApp)
1655362766
Paper Publishing WeChat
Complete Matching
Editorial Board
Show/Hide Options
Show/Hide Options
All
Title
Abstract
Keywords
DOI
Author
Journal
Affiliation
ISSN
Subject
A Comparison of VaR Estimation Procedures for Leptokurtic Equity Index Returns
(Articles)
Malay Bhattacharyya
,
Siddarth Madhav R
Journal of Mathematical Finance
Vol.2 No.1
,February 28, 2012
DOI:
10.4236/jmf.2012.21002
5,363
Downloads
10,871
Views
Citations
Using Conditional Extreme Value Theory to Estimate Value-at-Risk for Daily Currency Exchange Rates
(Articles)
Cyprian O. Omari
,
Peter N. Mwita
,
Antony G. Waititu
Journal of Mathematical Finance
Vol.7 No.4
,November 2, 2017
DOI:
10.4236/jmf.2017.74045
1,394
Downloads
5,149
Views
Citations
From Normal vs Skew-Normal Portfolios: FSD and SSD Rules
(Articles)
Francesco Blasi
,
Sergio Scarlatti
Journal of Mathematical Finance
Vol.2 No.1
,February 28, 2012
DOI:
10.4236/jmf.2012.21011
6,203
Downloads
10,614
Views
Citations
Variable Selection for Robust Mixture Regression Model with Skew Scale Mixtures of Normal Distributions
(Articles)
Tingzhu Chen
,
Wanzhou Ye
Advances in Pure Mathematics
Vol.12 No.3
,March 7, 2022
DOI:
10.4236/apm.2022.123010
164
Downloads
677
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
5,613
Downloads
8,703
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
970
Downloads
4,365
Views
Citations
This article belongs to the Special Issue on
Computational Economics and Econometrics
Sulfonylurea Glimepiride: A Proven Cost Effective, Safe and Reliable War Horse in Combating Hyperglycemia in Type 2 Diabetes
(Articles)
Udaya M. Kabadi
Journal of Diabetes Mellitus
Vol.5 No.4
,October 16, 2015
DOI:
10.4236/jdm.2015.54026
4,054
Downloads
7,362
Views
Citations
The Predictive Performance of Extreme Value Analysis Based-Models in Forecasting the Volatility of Cryptocurrencies
(Articles)
Cyprian Omari
,
Anthony Ngunyi
Journal of Mathematical Finance
Vol.11 No.3
,August 5, 2021
DOI:
10.4236/jmf.2021.113025
239
Downloads
1,263
Views
Citations
Can Choice of Reference Density Improve Power of M-Estimation Based Unit Root Tests?
(Articles)
Tapan Kar
,
Malay Bhattacharyya
Journal of Mathematical Finance
Vol.12 No.2
,May 12, 2022
DOI:
10.4236/jmf.2022.122019
113
Downloads
555
Views
Citations
Statistical Tools for Estimation of Threshold Values at Data Classification Task Solution
(Articles)
V. V. Glinskiy
,
L. K. Serga
,
E. Yu. Chemezova
,
K. A. Zaykov
Open Journal of Statistics
Vol.4 No.9
,October 15, 2014
DOI:
10.4236/ojs.2014.49068
4,222
Downloads
5,470
Views
Citations
Estimating the Components of a Mixture of Extremal Distributions under Strong Dependence
(Articles)
Carolina Crisci
,
Gonzalo Perera
,
Lia Sampognaro
Advances in Pure Mathematics
Vol.13 No.7
,July 12, 2023
DOI:
10.4236/apm.2023.137027
80
Downloads
323
Views
Citations
Generalized Method of Moments and Generalized Estimating Functions Based on Probability Generating Function for Count Models
(Articles)
Andrew Luong
Open Journal of Statistics
Vol.10 No.3
,June 11, 2020
DOI:
10.4236/ojs.2020.103031
466
Downloads
1,711
Views
Citations
Currency Portfolio Risk Measurement with Generalized Autoregressive Conditional Heteroscedastic-Extreme Value Theory-Copula Model
(Articles)
Cyprian O. Omari
,
Peter N. Mwita
,
Antony W. Gichuhi
Journal of Mathematical Finance
Vol.8 No.2
,May 31, 2018
DOI:
10.4236/jmf.2018.82029
1,158
Downloads
2,581
Views
Citations
Variable Selection in Finite Mixture of Time-Varying Regression Models
(Articles)
Jing Liu
,
Wanzhou Ye
Advances in Pure Mathematics
Vol.10 No.3
,March 6, 2020
DOI:
10.4236/apm.2020.103007
520
Downloads
1,219
Views
Citations
Prediction Based on Generalized Order Statistics from a Mixture of Rayleigh Distributions Using MCMC Algorithm
(Articles)
Tahani A. Abushal
,
Areej M. Al-Zaydi
Open Journal of Statistics
Vol.2 No.3
,July 9, 2012
DOI:
10.4236/ojs.2012.23044
4,842
Downloads
9,567
Views
Citations
Valuing European Put Options under Skewness and Increasing [Excess] Kurtosis
(Articles)
John-Peter D. Chateau
Journal of Mathematical Finance
Vol.4 No.3
,May 6, 2014
DOI:
10.4236/jmf.2014.43015
4,313
Downloads
6,512
Views
Citations
Simulated Minimum Hellinger Distance Inference Methods for Count Data
(Articles)
Andrew Luong
,
Claire Bilodeau
,
Christopher Blier-Wong
Open Journal of Statistics
Vol.8 No.1
,February 28, 2018
DOI:
10.4236/ojs.2018.81012
769
Downloads
1,606
Views
Citations
Forecasting Value-at-Risk of Financial Markets under the Global Pandemic of COVID-19 Using Conditional Extreme Value Theory
(Articles)
Cyprian Omari
,
Simon Mundia
,
Immaculate Ngina
Journal of Mathematical Finance
Vol.10 No.4
,October 22, 2020
DOI:
10.4236/jmf.2020.104034
1,199
Downloads
3,657
Views
Citations
Explain the Determinants of Credit Spreads in the US
(Articles)
Wenqi Zhang
Open Journal of Business and Management
Vol.9 No.2
,March 29, 2021
DOI:
10.4236/ojbm.2021.92041
680
Downloads
4,347
Views
Citations
This article belongs to the Special Issue on
Brand Strategy and Management
Value at Risk and Expected Shortfall for Normal Weighted Inverse Gaussian Distributions
(Articles)
Calvin B. Maina
,
Patrick G. O. Weke
,
Carolyne A. Ogutu
,
Joseph A. M. Ottieno
Journal of Mathematical Finance
Vol.12 No.1
,January 11, 2022
DOI:
10.4236/jmf.2022.121002
195
Downloads
1,043
Views
Citations
<
1
2
3
...
>
Follow SCIRP
Contact us
+1 323-425-8868
customer@scirp.org
+86 18163351462(WhatsApp)
1655362766
Paper Publishing WeChat
Free SCIRP Newsletters
Home
Journals A-Z
Subject
Books
Sitemap
Contact Us
About SCIRP
Publication Fees
For Authors
Peer-Review Issues
Special Issues
News
Service
Manuscript Tracking System
Subscription
Translation & Proofreading
FAQ
Volume & Issue
Policies
Open Access
Publication Ethics
Preservation
Retraction
Privacy Policy
Copyright © 2006-2024 Scientific Research Publishing Inc. All Rights Reserved.
Top