Bayesian Network VAR - Articles - Scientific Research Publishing

Estimation Based on Progressive First-Failure Censored Sampling with Binomial Removals (Articles)

Ahmed A. Soliman, Ahmed H. Abd Ellah, Nasser A. Abou-Elheggag, Rashad M. El-Sagheer

Intelligent Information Management Vol.5 No.4, July 17, 2013

DOI: 10.4236/iim.2013.54012 4,664 Downloads 8,159 Views Citations
Bayesian Analysis of Simple Random Densities (Articles)

Paulo C. Marques F., Carlos A. de B. Pereira

Open Journal of Statistics Vol.4 No.5, August 15, 2014

DOI: 10.4236/ojs.2014.45037 3,475 Downloads 4,635 Views Citations
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
Empirical Research on Scientific and Technical Innovation and Economic Growth in Shanghai (Articles)

Lei Weng, Wei Song, Si-Bei Sheng

American Journal of Operations Research Vol.2 No.1, March 14, 2012

DOI: 10.4236/ajor.2012.21009 6,448 Downloads 10,705 Views Citations
A Research on Dynamic Relationship between OFDI and Industrial Structure Optimization—A Case Study of Guangdong Province (Articles)

Ziqi Ye

Modern Economy Vol.7 No.1, January 25, 2016

DOI: 10.4236/me.2016.71006 4,882 Downloads 5,997 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 3,235 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 5,655 Views Citations
The Empirical Study of the Education Investment’s Influences on the Industrial Structure Rationalization in Hainan Province (Articles)

Dan Yu, Shasha Gao, Lin Shen

Journal of Service Science and Management Vol.10 No.5, October 31, 2017

DOI: 10.4236/jssm.2017.105036 1,004 Downloads 2,058 Views Citations
A VAR Approach to Exchange Rate and Economic Growth in Nigeria (Articles)

Ukwuoma Chidi Okonkwo, Rosary N. Ujumadu, Bright O. Osu

Journal of Mathematical Finance Vol.7 No.4, October 31, 2017

DOI: 10.4236/jmf.2017.74044 1,528 Downloads 4,197 Views Citations
Study on the Interaction between International Commodity Price and China’s Demand (Articles)

Xunkang Zhuo

Chinese Studies Vol.7 No.1, February 13, 2018

DOI: 10.4236/chnstd.2018.71004 1,340 Downloads 2,901 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 2,477 Views Citations
The Influence of RMB Real Exchange Rate on the Technical Structure of Sino-US Export Trade Products (Articles)

Yuliang Lu

American Journal of Industrial and Business Management Vol.8 No.5, May 21, 2018

DOI: 10.4236/ajibm.2018.85086 1,404 Downloads 2,985 Views Citations
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 3,072 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 1,738 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 1,044 Downloads 3,150 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 3,055 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

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