VAR Model - Articles - Scientific Research Publishing

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 1,352 Downloads 3,073 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 610 Downloads 1,739 Views Citations
The Determinants of Enterprise Capital Structure and Its Dynamic Influence—Based on Panel VAR Model (Articles)

Zhiwei Zhang, Zhen Wang

Journal of Service Science and Management Vol.12 No.7, December 31, 2019

DOI: 10.4236/jssm.2019.127061 927 Downloads 2,151 Views Citations
Empirical Analysis of Relationship between Per Capita Health Expenditure and Economic Growth Based on Vector Autoregressive Model (VAR) in Mongolia (Articles)

Uranbileg Bayarbat, Yibing Li

Theoretical Economics Letters Vol.10 No.1, February 19, 2020

DOI: 10.4236/tel.2020.101010 872 Downloads 2,519 Views Citations
A Summary of Theoretical and Empirical Test on the Disposition Effect of Securities Investment Fund in China (Articles)

Yuchen Li

Modern Economy Vol.11 No.4, April 21, 2020

DOI: 10.4236/me.2020.114064 757 Downloads 1,992 Views Citations
Forecast for the Cameroon’s Residential Electricity Demand Based on the Multilinear Regression Model (Articles)

Serge Guefano, Jean Gaston Tamba, Louis Monkam, Beguide Bonoma

Energy and Power Engineering Vol.12 No.5, May 21, 2020

DOI: 10.4236/epe.2020.125013 655 Downloads 2,148 Views Citations
Research on the Impacts of Green Finance towards the High-Quality Development of China’s Economy—Mechanisms and Empirical Analysis (Articles)

Gang Yang, Yuru Li, Xiaoyi Jiang

Theoretical Economics Letters Vol.10 No.6, December 25, 2020

DOI: 10.4236/tel.2020.106082 1,440 Downloads 4,270 Views Citations
Interactive Development of Ningbo-Zhoushan Port and Regional Economy: An Empirical Study Based on VAR Model (Articles)

Xuanchao Cai, Bingliang Song

American Journal of Industrial and Business Management Vol.14 No.7, July 29, 2024

DOI: 10.4236/ajibm.2024.147048 162 Downloads 1,030 Views Citations
The Effect of Fiscal and Monetary Policy on Private Investment in Rwanda (Articles)

Emmanuel Mudacumura, Richard Kabanda

Open Access Library Journal Vol.11 No.8, August 13, 2024

DOI: 10.4236/oalib.1111770 148 Downloads 1,594 Views Citations
Time-Varying Effects and Risk Spillover of EPU and TPU on Steel Prices: A TVP-VAR-DY Analysis (Articles)

Han Wu

Open Journal of Applied Sciences Vol.16 No.4, April 22, 2026

DOI: 10.4236/ojapps.2026.164069 21 Downloads 156 Views Citations
Markov-Switching Time-Varying Copula Modeling of Dependence Structure between Oil and GCC Stock Markets (Articles)

Heni Boubaker, Nadia Sghaier

Open Journal of Statistics Vol.6 No.4, July 29, 2016

DOI: 10.4236/ojs.2016.64048 3,040 Downloads 6,000 Views Citations
Analysis of the Impact of Human Capital Investment and Allocation on the Upgrade of Industrial Structure in Guangdong (Articles)

En Chen, Mengmeng Zheng

Open Journal of Business and Management Vol.5 No.1, January 17, 2017

DOI: 10.4236/ojbm.2017.51016 2,001 Downloads 3,852 Views Citations
Study on the Dynamic Relationship between Housing Price and Land Price in Shenzhen Based on VAR Model (Articles)

Zuqiu Wen

Journal of Service Science and Management Vol.10 No.1, February 24, 2017

DOI: 10.4236/jssm.2017.101003 1,614 Downloads 3,175 Views Citations
The Study on the Relationship between Agricultural Product Price Fluctuation and Inflation (Articles)

Guohua Gou

Journal of Service Science and Management Vol.10 No.2, April 18, 2017

DOI: 10.4236/jssm.2017.102015 1,748 Downloads 4,088 Views Citations
Method of Dynamic VaR and CVaR Risk Measures Forecasting for Long Range Dependent Time Series on the Base of the Heteroscedastic Model (Articles)

Nataliya D. Pankratova, Nataliia G. Zrazhevska

Intelligent Control and Automation Vol.8 No.2, May 26, 2017

DOI: 10.4236/ica.2017.82010 1,915 Downloads 4,009 Views Citations
Effects of Short-Term International Capital Flows on China’s Real Estate Prices (Articles)

Xiaoxiong Cai

Modern Economy Vol.9 No.1, January 8, 2018

DOI: 10.4236/me.2018.91002 1,222 Downloads 3,319 Views Citations
The INR/USD Exchange Rate Determination: An Empirical Investigation of the Flexible Price Monetary Model in a Vector Auto Regression Framework (Articles)

Bhargavi Karamcheti, Vaishali Padake, T. Geetha

Theoretical Economics Letters Vol.8 No.5, April 19, 2018

DOI: 10.4236/tel.2018.85074 1,306 Downloads 4,067 Views Citations
Research on the Effect of Industrial Structure Upgrading on Poverty Reduction—Grouped Data Based on Household Income in Urban and Rural Areas (Articles)

Jinbin Chen

Open Journal of Social Sciences Vol.8 No.4, April 30, 2020

DOI: 10.4236/jss.2020.84043 824 Downloads 2,222 Views Citations
The Contrastive Empirical Study of Social Financing Scale Increment and Stock (Articles)

Shichang Shen

Journal of Mathematical Finance Vol.10 No.3, August 11, 2020

DOI: 10.4236/jmf.2020.103022 628 Downloads 1,756 Views Citations
The Asymmetry of Shanghai Composite Index Volatility—Stochastic Volatility Models Based on GHST Distribution (Articles)

Xu Han, Jihong Kong

Open Journal of Social Sciences Vol.8 No.12, December 28, 2020

DOI: 10.4236/jss.2020.812028 410 Downloads 1,330 Views Citations

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