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Air Quality Risk Measurement Based on CAViaR Model: A Case Study of PM10 in Beijing
(Articles)
Peng Sun
,
Fuming Lin
Journal of Applied Mathematics and Physics
Vol.11 No.10
,October 20, 2023
DOI:
10.4236/jamp.2023.1110189
58
Downloads
212
Views
Citations
An Analysis of the “Belt and Road” Concept Index’s Risk Alert Integrating Mixed-Frequency Macroeconomic Variables
(Articles)
Xuchang Chen
,
Guoqiang Tang
,
Yumei Ren
,
Xin Li
Journal of Financial Risk Management
Vol.12 No.4
,December 13, 2023
DOI:
10.4236/jfrm.2023.124019
56
Downloads
226
Views
Citations
Dynamic Analysis of Influencing Factors and Forecast of Development Trend of “Disappearance of Rural Primary Schools”
(Articles)
Bin Yan
Journal of Service Science and Management
Vol.17 No.1
,February 27, 2024
DOI:
10.4236/jssm.2024.171003
51
Downloads
168
Views
Citations
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
5,904
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
5,130
Downloads
9,010
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
5,318
Downloads
10,485
Views
Citations
Empirical Research on Scientific and Technical Innovation and Economic Growth in Shanghai
(Articles)
Lei Weng
,
Wei Song
,
Si-Bei Sheng
American Journal of Operations Research
Vol.2 No.1
,March 14, 2012
DOI:
10.4236/ajor.2012.21009
6,128
Downloads
9,846
Views
Citations
A Research on Dynamic Relationship between OFDI and Industrial Structure Optimization—A Case Study of Guangdong Province
(Articles)
Ziqi Ye
Modern Economy
Vol.7 No.1
,January 25, 2016
DOI:
10.4236/me.2016.71006
4,673
Downloads
5,338
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
2,666
Downloads
3,495
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
2,627
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
1,832
Downloads
4,039
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
1,806
Downloads
4,490
Views
Citations
The Empirical Study of the Education Investment’s Influences on the Industrial Structure Rationalization in Hainan Province
(Articles)
Dan Yu
,
Shasha Gao
,
Lin Shen
Journal of Service Science and Management
Vol.10 No.5
,October 31, 2017
DOI:
10.4236/jssm.2017.105036
777
Downloads
1,370
Views
Citations
A VAR Approach to Exchange Rate and Economic Growth in Nigeria
(Articles)
Ukwuoma Chidi Okonkwo
,
Rosary N. Ujumadu
,
Bright O. Osu
Journal of Mathematical Finance
Vol.7 No.4
,October 31, 2017
DOI:
10.4236/jmf.2017.74044
1,327
Downloads
3,291
Views
Citations
Study on the Interaction between International Commodity Price and China’s Demand
(Articles)
Xunkang Zhuo
Chinese Studies
Vol.7 No.1
,February 13, 2018
DOI:
10.4236/chnstd.2018.71004
1,175
Downloads
2,221
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
785
Downloads
1,829
Views
Citations
The Influence of RMB Real Exchange Rate on the Technical Structure of Sino-US Export Trade Products
(Articles)
Yuliang Lu
American Journal of Industrial and Business Management
Vol.8 No.5
,May 21, 2018
DOI:
10.4236/ajibm.2018.85086
1,209
Downloads
2,238
Views
Citations
The Risk Measurement of China’s Insurance Fund Investment—Based on VaR Model
(Articles)
Ziyang Yao
Journal of Financial Risk Management
Vol.7 No.3
,September 4, 2018
DOI:
10.4236/jfrm.2018.73013
1,190
Downloads
2,407
Views
Citations
Empirical Analysis of Gross Domestic Product and Coal Import Based on VAR Model
(Articles)
Shichang Shen
,
Chao Feng
Advances in Pure Mathematics
Vol.9 No.7
,July 31, 2019
DOI:
10.4236/apm.2019.97031
482
Downloads
1,181
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
790
Downloads
2,162
Views
Citations
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