Vector Autoregressive Model VAR - Articles - Scientific Research Publishing

Regression Analysis of Electric Power Market Price of JEPX (Articles)

Hajime Miyauchi, Tetsuya Misawa

Journal of Power and Energy Engineering Vol.2 No.4, April 22, 2014

DOI: 10.4236/jpee.2014.24065 7,139 Downloads 9,291 Views Citations
Modified Maximum Likelihood Estimation in Autoregressive Processes with Generalized Exponential Innovations (Articles)

Bernardo Lagos-Álvarez, Guillermo Ferreira, Emilio Porcu

Open Journal of Statistics Vol.4 No.8, September 23, 2014

DOI: 10.4236/ojs.2014.48058 4,318 Downloads 6,071 Views Citations
This article belongs to the Special Issue on Parameter Estimation Research
Agriculture Sector Growth and Inflation in Ethiopia: Evidence from Autoregressive Distributed Lag Model (Articles)

Endalkachew Kabtamu Mekonen

Open Journal of Business and Management Vol.8 No.6, October 14, 2020

DOI: 10.4236/ojbm.2020.86145 1,262 Downloads 4,240 Views Citations
Monetary Policy, Inflation and Economic Growth in Nigeria (Articles)

Titilope Idowu Oladejo, Adegbemi Babatunde Onakoya, Ezekiel Oseni, Joseph Olusegun Ajibola, Ishola Rufus Akintoye

Open Journal of Business and Management Vol.13 No.2, February 17, 2025

DOI: 10.4236/ojbm.2025.132043 267 Downloads 2,568 Views Citations
A New Lung Mechanics Model and Its Evaluation with Clinical Data (Articles)

Manjunath Jayaramaiah, Bernhard Laufer, Jörn Kretschmer, Knut Möller

Journal of Biomedical Science and Engineering Vol.9 No.10B, September 23, 2016

DOI: 10.4236/jbise.2016.910B014 2,098 Downloads 3,446 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 3,851 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 1,755 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 1,329 Views Citations
Research on the Impact of the Novel Coronavirus Pneumonia Epidemic on the Price Fluctuation of the Pig Industry in My Country (Articles)

Minqun Xu, Weiguang Pan, Binhong Wu

Open Journal of Business and Management Vol.9 No.4, July 27, 2021

DOI: 10.4236/ojbm.2021.94104 342 Downloads 1,095 Views Citations
The Time-Varying Spillover Effects between China’s Carbon Markets and Energy Market: Evidence Using the TVP-DY Index Model (Articles)

Xiao Sun, Huihui Li, Lantao Xu

American Journal of Industrial and Business Management Vol.12 No.6, June 24, 2022

DOI: 10.4236/ajibm.2022.126059 437 Downloads 1,739 Views Citations
The Impact of Investor Attention on China’s Corn Futures Price (Articles)

Lu Zhang, Yinpeng Zhang, Li Sun, Junwei Cheng

Journal of Mathematical Finance Vol.13 No.2, May 23, 2023

DOI: 10.4236/jmf.2023.132009 249 Downloads 1,025 Views Citations
This article belongs to the Special Issue on Mathematical Methods in Finance
Measuring Causal Effect with ARDL-BART: A Macroeconomic Application (Articles)

Pegah Mahdavi, Mohammad Ali Ehsani, Daniel Felix Ahelegbey, Mehrnaz Mohammadpour

Applied Mathematics Vol.15 No.4, April 30, 2024

DOI: 10.4236/am.2024.154018 219 Downloads 946 Views Citations
Estimation and Application of GARCH-X Model Based on High-Frequency Data (Articles)

Zefang Song, Lingjun Chen, Wenlin Huang

American Journal of Industrial and Business Management Vol.15 No.2, February 20, 2025

DOI: 10.4236/ajibm.2025.152012 196 Downloads 1,369 Views Citations
This article belongs to the Special Issue on Business, Finance and Investment

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