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Forecasting Portfolio Market Risk Using Multivariate GARCH-Vine Copula Approach
(Articles)
Valentine Wanjiku Mwai
,
Cyprian Ondieki Omari
,
Simon Maina Mundia
Journal of Mathematical Finance
Vol.15 No.4
, November 7, 2025
DOI:
10.4236/jmf.2025.154031
128
Downloads
1,672
Views
Citations
Semiparametric Estimation of Multivariate GARCH Models
(Articles)
Claudio Morana
Open Journal of Statistics
Vol.5 No.7
, December 30, 2015
DOI:
10.4236/ojs.2015.57083
5,186
Downloads
6,939
Views
Citations
Dynamic Conditional Correlation between Electricity, Energy (Commodity) and Financial Markets during the Financial Crisis in Greece
(Articles)
Panagiotis G. Papaioannou
,
George P. Papaioannou
,
Akylas Stratigakos
,
Christos Dikaiakos
Journal of Mathematical Finance
Vol.7 No.4
, November 29, 2017
DOI:
10.4236/jmf.2017.74055
1,421
Downloads
3,627
Views
Citations
Speed of Gravitation and Electromagnetic Waves through the Dark Energy of Intergalactic Space and Its Implications of a Unified Theory
(Articles)
Frank R. Tangherlini
Journal of Modern Physics
Vol.9 No.4
, March 19, 2018
DOI:
10.4236/jmp.2018.94039
955
Downloads
2,150
Views
Citations
Correlation of Brownian Motions and Its Impact on a Reinsurer’s Optimal Investment Strategy and Reinsured Proportion under Exponential Utility Maximization and Constant Elasticity of Variance Model
(Articles)
Silas A. Ihedioha
Open Access Library Journal
Vol.5 No.10
, October 30, 2018
DOI:
10.4236/oalib.1104954
437
Downloads
1,325
Views
Citations
A Unified Stochastic Volatility—Stochastic Correlation Model
(Articles)
Xiang Lu
,
Gunter Meissner
,
Hong Sherwin
Journal of Mathematical Finance
Vol.10 No.4
, November 25, 2020
DOI:
10.4236/jmf.2020.104039
828
Downloads
3,128
Views
Citations
This article belongs to the Special Issue on
Financial Statistics
An Analysis of Conditional Survival Rates for Ewing Sarcoma Patients
(Articles)
Benjamin F. Hankey
Journal of Cancer Therapy
Vol.14 No.5
, May 31, 2023
DOI:
10.4236/jct.2023.145020
233
Downloads
1,289
Views
Citations
Frequency Synchronization in OFDM System
(Articles)
C. Geetha Priya
,
A. M. Vasumathi
Journal of Signal and Information Processing
Vol.4 No.3B
, October 17, 2013
DOI:
10.4236/jsip.2013.43B024
8,883
Downloads
13,549
Views
Citations
Clarifying the Language of Chance Using Basic Conditional Probability Reasoning: The Monty Hall Problem
(Articles)
Pejmon Sadri
Open Journal of Discrete Mathematics
Vol.2 No.4
, November 1, 2012
DOI:
10.4236/ojdm.2012.24033
4,185
Downloads
6,954
Views
Citations
An Upper Bound for Conditional Second Moment of the Solution of a SDE
(Articles)
Andriy Yurachkivsky
Applied Mathematics
Vol.4 No.1
, January 28, 2013
DOI:
10.4236/am.2013.41023
3,121
Downloads
5,246
Views
Citations
Accounting Conservatism: Evidence from Indian Markets
(Articles)
Sushma Vishnani
,
Dheeraj Misra
Theoretical Economics Letters
Vol.6 No.5
, September 21, 2016
DOI:
10.4236/tel.2016.65100
2,511
Downloads
6,000
Views
Citations
Conditional CAPM Using Expected Returns of Brazilian Sustainability Companies
(Articles)
Elmo Tambosi Filho
Theoretical Economics Letters
Vol.8 No.3
, February 12, 2018
DOI:
10.4236/tel.2018.83026
27,603
Downloads
30,177
Views
Citations
This article belongs to the Special Issue on
Corporate Finance
Demanding Model of Automobile Loan Using Stochastic Theory
(Articles)
Zheng Wang
Technology and Investment
Vol.1 No.3
, August 27, 2010
DOI:
10.4236/ti.2010.13025
8,951
Downloads
13,193
Views
Citations
Forecasting Model of Automobile Loan Based on Conditional Expectation
(Articles)
Liang Sun
,
Derong Tan
,
Yuqi Nie
Modern Economy
Vol.1 No.2
, August 27, 2010
DOI:
10.4236/me.2010.12013
5,290
Downloads
9,662
Views
Citations
Evaluation of the Performance of Infrared Thermography for On-Line Condition Monitoring of Rotating Machines
(Articles)
Vincent Leemans
,
Marie-France Destain
,
Bovic Kilundu
,
Pierre Dehombreux
Engineering
Vol.3 No.10
, October 21, 2011
DOI:
10.4236/eng.2011.310128
5,475
Downloads
10,237
Views
Citations
Partitioning Algorithm for the Parametric Maximum Flow
(Articles)
Mircea Parpalea
,
Eleonor Ciurea
Applied Mathematics
Vol.4 No.10A
, September 30, 2013
DOI:
10.4236/am.2013.410A1002
3,101
Downloads
5,542
Views
Citations
This article belongs to the Special Issue on
Computer Mathematics
General Information Conditioned by a Variable Event
(Articles)
Doretta Vivona
,
Maria Divari
Natural Science
Vol.9 No.4
, April 30, 2017
DOI:
10.4236/ns.2017.94009
1,250
Downloads
2,317
Views
Citations
Reliability Analysis of Crossed Cube Networks on Degree
(Articles)
Litao Guo
Journal of Computer and Communications
Vol.6 No.1
, December 29, 2017
DOI:
10.4236/jcc.2018.61014
885
Downloads
1,826
Views
Citations
Strong Consistency of CVaR Optimal Estimator
(Articles)
Xiaolin Li
Open Journal of Statistics
Vol.8 No.3
, May 28, 2018
DOI:
10.4236/ojs.2018.83027
934
Downloads
2,222
Views
Citations
Conditional Mutations in Drosophila: Concept of Genes That Control Individual Development
(Articles)
Boris F. Chadov
,
Eugenia V. Chadova
,
Nina B. Fedorova
Advances in Bioscience and Biotechnology
Vol.9 No.6
, June 19, 2018
DOI:
10.4236/abb.2018.96017
1,336
Downloads
4,815
Views
Citations
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