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ISSN
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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
2,850
Downloads
4,072
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
1,627
Downloads
3,247
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
2,040
Downloads
4,942
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
2,184
Downloads
5,663
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
960
Downloads
2,492
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
1,049
Downloads
3,173
Views
Citations
CDS-Bond Basis Dynamic and Credit Spread Price Discovery: A Test for European Corporate and Sovereign Bond Markets
(Articles)
Michele Patanè
,
Mattia Tedesco
,
Stefano Zedda
Modern Economy
Vol.10 No.8
, August 28, 2019
DOI:
10.4236/me.2019.108126
1,091
Downloads
3,069
Views
Citations
Research on Influencing Factors of Auto Insurance Premium under the Background of Marketization Reform—Empirical Analysis Based on VAR Model
(Articles)
Zeqia Tang
,
Min Chen
Open Journal of Social Sciences
Vol.8 No.7
, July 28, 2020
DOI:
10.4236/jss.2020.87025
575
Downloads
2,665
Views
Citations
I Was Learning Economics at the Cost of the Economy
(Articles)
Majumder Debasish
Theoretical Economics Letters
Vol.11 No.3
, June 29, 2021
DOI:
10.4236/tel.2021.113041
471
Downloads
1,405
Views
Citations
An Analysis of Tourist Spending by International Visitors to the United States during the COVID-19 Pandemic
(Articles)
Eyitayo Olaleye
,
Jacob Oluwoye
Open Journal of Social Sciences
Vol.10 No.7
, July 15, 2022
DOI:
10.4236/jss.2022.107016
266
Downloads
1,760
Views
Citations
Empirical Study on the Relationship between Investors’ Attention and Individual Stock Returns in the Chinese Stock Market
(Articles)
Lixu Chi
,
Li Liang
Open Journal of Social Sciences
Vol.10 No.9
, August 15, 2022
DOI:
10.4236/jss.2022.109009
314
Downloads
1,588
Views
Citations
This article belongs to the Special Issue on
Social and Behavioral Sciences
Evaluating Fund Performance Based on
L
p
Quantile Nonlinear Regression Model
(Articles)
Ying Sun
,
Fuming Lin
Open Journal of Applied Sciences
Vol.14 No.11
, November 25, 2024
DOI:
10.4236/ojapps.2024.1411211
81
Downloads
639
Views
Citations
An Overview of Fractal Modeling—Some Specific Applications on the Dynamics of Employment and Personal Income: Entropic Criticism and Steady States
(Articles)
Asterios Touplikiotis
Theoretical Economics Letters
Vol.13 No.3
, June 30, 2023
DOI:
10.4236/tel.2023.133042
236
Downloads
859
Views
Citations
Effects of the Reactive Power Injection on the Grid—The Rise of the Volt/var Interaction Chain
(Articles)
Albana Ilo
Smart Grid and Renewable Energy
Vol.7 No.7
, July 29, 2016
DOI:
10.4236/sgre.2016.77017
3,784
Downloads
8,477
Views
Citations
The Economic Motion
(Articles)
Li Choy Chong
Theoretical Economics Letters
Vol.3 No.4
, July 19, 2013
DOI:
10.4236/tel.2013.34042
4,934
Downloads
7,892
Views
Citations
The Problem of Time
(Articles)
Li Choy Chong
,
Luisella Balestra
Modern Economy
Vol.5 No.3
, March 26, 2014
DOI:
10.4236/me.2014.53026
4,339
Downloads
6,535
Views
Citations
The In-Terrorem Value of Science: Bisphenol-A Litigation and an Empirical Assessment of Science as a Collective Litigation Tool
(Articles)
Suman Kakar
,
Sanjeev Sirpal
Beijing Law Review
Vol.2 No.2
, June 13, 2011
DOI:
10.4236/blr.2011.22006
5,365
Downloads
10,169
Views
Citations
Scientific Communities Found Based on the Path Structure of Citation Network
(Articles)
Xiao Xiao
,
Song Cao
,
Lan Huang
,
Yutian Tang
International Journal of Intelligence Science
Vol.2 No.1
, January 14, 2012
DOI:
10.4236/ijis.2012.21003
4,049
Downloads
9,911
Views
Citations
Medical Students Can Help Avoid the Expert Bias in Medicine
(Articles)
Franz Porzsolt
,
Peter Braubach
,
Petra Inge Flurschütz
,
Alex Göller
,
Maria Barbara Sailer
,
Manfred Weiss
,
Peter Wyer
Creative Education
Vol.3 No.6A
, October 26, 2012
DOI:
10.4236/ce.2012.326167
5,253
Downloads
8,083
Views
Citations
This article belongs to the Special Issue on
Higher Education
The Cultivation Mode of Graduate Students’ English Writing Ability of Scientific Papers on Mining Engineering
(Articles)
Haiying Shen
,
Shuming Wen
,
Chunlan Liao
Creative Education
Vol.3 No.7B
, January 16, 2013
DOI:
10.4236/ce.2012.37B045
4,959
Downloads
7,141
Views
Citations
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