VAR Model - Articles - Scientific Research Publishing

A Research on the Risk Measure of Chinese Copper Futures Market Based on VaR (Articles)

Hu’e Zhao

Open Journal of Social Sciences Vol.2 No.9, August 26, 2014

DOI: 10.4236/jss.2014.29007 3,635 Downloads 4,594 Views Citations
Financial Risk Measurement for Turkish Insurance Companies Using VaR Models (Articles)

Ismail Yildirim

Journal of Financial Risk Management Vol.4 No.3, September 30, 2015

DOI: 10.4236/jfrm.2015.43013 7,862 Downloads 10,737 Views Citations
An Empirical Analysis of the Impact of RMB Exchange Rate Fluctuation on Textile and Clothing Export of Guangdong (Articles)

Yuping Su

Chinese Studies Vol.6 No.2, May 15, 2017

DOI: 10.4236/chnstd.2017.62007 2,509 Downloads 5,327 Views Citations
Bank Capitalisation and Stock Market Liquidity: Assessing the Evidence (Articles)

Alaa M. Soliman, Joseph Obi

Theoretical Economics Letters Vol.7 No.6, October 18, 2017

DOI: 10.4236/tel.2017.76118 1,299 Downloads 3,637 Views Citations
Research on Relationship between Port Logistics and Economic Growth Based on VAR: A Case of Shanghai (Articles)

Jiahui Sun, Siqin Yu

American Journal of Industrial and Business Management Vol.9 No.7, July 18, 2019

DOI: 10.4236/ajibm.2019.97102 1,979 Downloads 3,755 Views Citations
Explain the Determinants of Credit Spreads in the US (Articles)

Wenqi Zhang

Open Journal of Business and Management Vol.9 No.2, March 29, 2021

DOI: 10.4236/ojbm.2021.92041 986 Downloads 5,770 Views Citations
This article belongs to the Special Issue on Brand Strategy and Management
Exchange Rate Volatility and Economic Growth in the Democratic Republic of Congo (DRC) (Articles)

Allegra Kabamba Mbuyi, Catherine Kato-Kale Kakasi, Clément Muya Ntumba, Elvis Imbaleva Mpebale

Modern Economy Vol.13 No.5, May 31, 2022

DOI: 10.4236/me.2022.135039 516 Downloads 2,803 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 208 Downloads 692 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 206 Downloads 711 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 4,893 Downloads 6,563 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 5,395 Downloads 9,707 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 5,512 Downloads 11,070 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 2,848 Downloads 4,064 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 1,625 Downloads 3,236 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 2,037 Downloads 4,927 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 2,182 Downloads 5,656 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 2,478 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 1,045 Downloads 3,153 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 1,090 Downloads 3,056 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 2,655 Views Citations

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