Lagged Variance - Articles - Scientific Research Publishing

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 1,077 Downloads 3,207 Views Citations
An Optimal Design of Accelerated Degradation Tests Based on Degradation Performance (Articles)

Yunshun Wu

Open Journal of Statistics Vol.9 No.6, December 16, 2019

DOI: 10.4236/ojs.2019.96044 554 Downloads 1,572 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 884 Downloads 2,547 Views Citations
Analysis on the Development Trends and Differences of Scientific Research in Different Types of Universities (Articles)

Zijuan Ren

Open Journal of Social Sciences Vol.8 No.6, June 12, 2020

DOI: 10.4236/jss.2020.86015 477 Downloads 1,631 Views Citations
Antecedents of Soft-Skills in Higher Education Institutions of Saudi Arabia Study under COVID-19 Pandemic (Articles)

Arif Malik, Waqar Ahmad

Creative Education Vol.11 No.7, July 30, 2020

DOI: 10.4236/ce.2020.117086 856 Downloads 3,128 Views Citations
Influence Functions for Risk and Performance Estimators (Articles)

Shengyu Zhang, R. Douglas Martin, Anthony A. Christidis

Journal of Mathematical Finance Vol.11 No.1, February 4, 2021

DOI: 10.4236/jmf.2021.111002 956 Downloads 3,473 Views Citations
This article belongs to the Special Issue on Portfolio Theory and Risk Management
Approximation of an Integral Markov Process Arising in the Approximation of Stochastic Differential Equation (Articles)

Mohammad Rahman

Advances in Pure Mathematics Vol.12 No.1, January 26, 2022

DOI: 10.4236/apm.2022.121003 403 Downloads 1,473 Views Citations
This article belongs to the Special Issue on Nonlinear Analysis and Differential Equations
Goal Achieving Probabilities of Mean-Variance Strategies in a Market with Regime-Switching Volatility (Articles)

René Ferland, François Watier

Applied Mathematics Vol.13 No.7, July 19, 2022

DOI: 10.4236/am.2022.137038 197 Downloads 850 Views Citations
The Sharpe Ratio’s Upper Bound of the Portfolios in the Presence of a Benchmark: Application to the US Financial Market (Articles)

Jiang Ye, Yiwei Wang, Muhammad Wajid Raza

Journal of Mathematical Finance Vol.12 No.3, August 25, 2022

DOI: 10.4236/jmf.2022.123030 350 Downloads 1,721 Views Citations
Inflation and Portfolio Management (Articles)

Di Ma

Open Journal of Social Sciences Vol.11 No.3, March 29, 2023

DOI: 10.4236/jss.2023.113022 253 Downloads 1,295 Views Citations
An Analysis of Air Travel Taxes, Fees and Charges for Passengers Traveling to and from Bangladesh in Asia (Articles)

Shohan Ahmed, Mahmud Hussain, Mahbub Jahan Khan, Syed Forkan Uddin, Munshi Asif Sazzad

Advances in Aerospace Science and Technology Vol.10 No.4, December 17, 2025

DOI: 10.4236/aast.2025.104011 87 Downloads 847 Views Citations
On Modeling and Accuracy Analysis of the Available Bandwidth Measurement Based-on Packet-pair Sampling (Articles)

Jun LIU, Dafang ZHANG, Junhang JIN

International Journal of Communications, Network and System Sciences Vol.1 No.2, July 10, 2008

DOI: 10.4236/ijcns.2008.12021 4,470 Downloads 8,940 Views Citations
Modeling and Investigation of the Wall Thickness Changes and Process Time in Thermo-Mechanical Tube Spinning Process Using Design of Experiments (Articles)

Ahmad reza Fazeli Nahrekhalaji, Majid Ghoreishi, Ebrahim Sharifi Tashnizi

Engineering Vol.2 No.3, April 13, 2010

DOI: 10.4236/eng.2010.23020 5,992 Downloads 11,339 Views Citations
Statistical Modeling of Pin Gauge Dimensions of Root of Gas Turbine Blade in Creep Feed Grinding Process (Articles)

Ahmad Reza Fazeli

Engineering Vol.2 No.8, September 9, 2010

DOI: 10.4236/eng.2010.28081 7,904 Downloads 12,460 Views Citations
The Relationship between Stock Returns and Volatility in the Seventeen Largest International Stock Markets: A Semi-Parametric Approach (Articles)

Dimitrios Dimitriou, Theodore Simos

Modern Economy Vol.2 No.1, February 24, 2011

DOI: 10.4236/me.2011.21001 7,816 Downloads 14,562 Views Citations
Toward Estimating the Variance in Acoustic Surveys Based on Sampling Design (Articles)

Magnar Aksland

Open Journal of Marine Science Vol.1 No.1, April 26, 2011

DOI: 10.4236/ojms.2011.11001 4,311 Downloads 11,996 Views Citations
International Linkages of the Indian Commodity Futures Markets (Articles)

Brajesh Kumar, Ajay Pandey

Modern Economy Vol.2 No.3, July 28, 2011

DOI: 10.4236/me.2011.23027 14,442 Downloads 29,708 Views Citations
A Computational Approach to Financial Option Pricing Using Quasi Monte Carlo Methods via Variance Reduction Techniques (Articles)

Farshid Mehrdoust, Kianoush Fathi Vajargah

Journal of Mathematical Finance Vol.2 No.2, May 23, 2012

DOI: 10.4236/jmf.2012.22021 5,113 Downloads 10,618 Views Citations
Improved Evaluation Method for the SRAM Cell Write Margin by Word Line Voltage Acceleration (Articles)

Hiroshi Makino, Naoya Okada, Tetsuya Matsumura, Koji Nii, Tsutomu Yoshimura, Shuhei Iwade, Yoshio Matsuda

Circuits and Systems Vol.3 No.3, June 25, 2012

DOI: 10.4236/cs.2012.33034 6,713 Downloads 11,112 Views Citations
The Development of Mathematical Model for the Prediction of Ageing Behaviour for Al-Cu-Mg/Bagasse Ash Particulate Composites (Articles)

V.S. Aigbodion, S.B. Hassan, E.T. Dauda, R.A. Mohammed

Journal of Minerals and Materials Characterization and Engineering Vol.9 No.10, October 20, 2010

DOI: 10.4236/jmmce.2010.910066 5,550 Downloads 7,721 Views Citations

First <...345 ...>Last

	[email protected]
	+86 18163351462 (WhatsApp)
	1655362766
	SCIRP WeChat

All	Title	Abstract	Keywords
DOI	Author	Journal	Affiliation
ISSN	Subject

	[email protected]
	+86 18163351462(WhatsApp)
	1655362766

	Paper Publishing WeChat

Browse Subjects

Publish with us

Home

About SCIRP

Service

Policies