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Crisis, Value at Risk and Conditional Extreme Value Theory via the NIG + Jump Model
(Articles)
Samuel Y. M. Ze-To
Journal of Mathematical Finance
Vol.2 No.3
,August 31, 2012
DOI:
10.4236/jmf.2012.23025
7,378
Downloads
11,447
Views
Citations
The Solidarity Value as a Probabilistic Solidarity Value
(Articles)
Serge B. Nlénd Oum
,
Lawrence Diffo Lambo
Theoretical Economics Letters
Vol.10 No.6
,December 31, 2020
DOI:
10.4236/tel.2020.106085
287
Downloads
1,134
Views
Citations
On the Energy Theory of Value: Economy and Policies
(Articles)
Peter Stallinga
Modern Economy
Vol.11 No.5
,May 28, 2020
DOI:
10.4236/me.2020.115081
674
Downloads
4,079
Views
Citations
Development of the Higher Education Value Inventory: Factor Structure and Score Reliability
(Articles)
Vickie R. Luttrell
,
David C. S. Richard
Psychology
Vol.2 No.9
,December 2, 2011
DOI:
10.4236/psych.2011.29137
6,498
Downloads
11,548
Views
Citations
Efficient Estimation of Distributional Tail Shape and the Extremal Index with Applications to Risk Management
(Articles)
Travis R. A. Sapp
Journal of Mathematical Finance
Vol.6 No.4
,November 9, 2016
DOI:
10.4236/jmf.2016.64046
1,495
Downloads
2,805
Views
Citations
This article belongs to the Special Issue on
Portfolio Theory and Risk Management
A Grounded Theory Approach to Brand Value Networks: The Prosumption Logic Standpoint
(Articles)
Lei Shen
,
Cuijuan Qin
,
Chu Luo
American Journal of Industrial and Business Management
Vol.10 No.4
,April 30, 2020
DOI:
10.4236/ajibm.2020.104057
689
Downloads
1,692
Views
Citations
Analyzing the Annual Maximum Magnitude of Earthquakes in Japan by Extreme Value Theory
(Articles)
Fumio Maruyama
Open Journal of Applied Sciences
Vol.10 No.12
,December 23, 2020
DOI:
10.4236/ojapps.2020.1012057
400
Downloads
1,521
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
1,271
Views
Citations
A Power Allocation Scheme Using Updated SLNR Value Based on Perturbation Theory
(Articles)
Wenwen Cao
,
Zi Teng
,
Jun Wu
Communications and Network
Vol.5 No.3C
,November 8, 2013
DOI:
10.4236/cn.2013.53B2035
5,764
Downloads
7,091
Views
Citations
Experimental Studies of Impacts of Reference Point and Its Change on Individual Value
(Articles)
Jianjiang Qian
,
Yong Zhao
,
Jianlin Yu
Theoretical Economics Letters
Vol.4 No.9
,December 4, 2014
DOI:
10.4236/tel.2014.49100
2,827
Downloads
3,527
Views
Citations
This article belongs to the Special Issue on
Behavioral and Experimental Economics
Qualitative Evidence for a Behavioral Extension of the Expectancy Valence Theory: The Netflix-Twitter-Yakult Case
(Articles)
Ashish Varma
Theoretical Economics Letters
Vol.8 No.15
,December 5, 2018
DOI:
10.4236/tel.2018.815212
814
Downloads
2,110
Views
Citations
When Should We Start the Lockdown and How Long Should It Be?
(Articles)
Yasunori Fujita
Modern Economy
Vol.11 No.5
,May 9, 2020
DOI:
10.4236/me.2020.115075
379
Downloads
1,367
Views
Citations
An Analysis of the Maximum Lifespan in the World and Japan
(Articles)
Fumio Maruyama
Journal of Biosciences and Medicines
Vol.10 No.4
,April 22, 2022
DOI:
10.4236/jbm.2022.104021
118
Downloads
593
Views
Citations
Shapley Value and Income Taxation
(Articles)
Robert A. Agnew
Theoretical Economics Letters
Vol.12 No.4
,August 16, 2022
DOI:
10.4236/tel.2022.124057
112
Downloads
553
Views
Citations
Shapley Value and International Trade
(Articles)
Robert A. Agnew
Theoretical Economics Letters
Vol.13 No.3
,June 14, 2023
DOI:
10.4236/tel.2023.133026
99
Downloads
438
Views
Citations
Owner-Employee Compensation Game
(Articles)
Robert A. Agnew
Theoretical Economics Letters
Vol.13 No.6
,December 27, 2023
DOI:
10.4236/tel.2023.136093
43
Downloads
193
Views
Citations
Catastrophe Risk Derivatives: A New Approach
(Articles)
Mehdi Bekralas Abdessalem
,
Masamitsu Ohnishi
Journal of Mathematical Finance
Vol.4 No.1
,January 21, 2014
DOI:
10.4236/jmf.2014.41003
4,280
Downloads
7,024
Views
Citations
This article belongs to the Special Issue on
Option Pricing Research
China’s Gains from UK’s Practice in Raising Pension Insurance Fund
(Articles)
Xuanyi Ren
,
Qingjun Meng
Open Journal of Social Sciences
Vol.3 No.7
,July 14, 2015
DOI:
10.4236/jss.2015.37007
4,457
Downloads
5,173
Views
Citations
Research of the Corporate Performance Evaluation Indicators Based on the Stakeholder Theory
(Articles)
Qi Zhang
Open Journal of Social Sciences
Vol.3 No.7
,July 14, 2015
DOI:
10.4236/jss.2015.37019
5,062
Downloads
6,452
Views
Citations
A Schistosomiasis Model with Diffusion Effects
(Articles)
Yujiang Liu
,
Hengmin Lv
,
Shujing Gao
Applied Mathematics
Vol.7 No.7
,April 20, 2016
DOI:
10.4236/am.2016.77054
1,940
Downloads
2,831
Views
Citations
This article belongs to the Special Issue on
Application of Vector Analysis
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