Variance Gamma Process - 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 1,130 Downloads 3,304 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 566 Downloads 1,586 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 908 Downloads 2,591 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 499 Downloads 1,663 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 881 Downloads 3,166 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 981 Downloads 3,545 Views Citations
This article belongs to the Special Issue on Portfolio Theory and Risk Management
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 212 Downloads 880 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 374 Downloads 1,772 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 259 Downloads 1,321 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 104 Downloads 918 Views Citations
Evaluation of Major Factors Affecting Spatial Resolution of Gamma-Rays Camera (Articles)

Hongwei Xie, Jianhua Zhang, Jinchuan Chen, Faqiang Zhang, Linbo Li, Jianming Qi, Yanyun Chu

Journal of Analytical Sciences, Methods and Instrumentation Vol.3 No.4, December 20, 2013

DOI: 10.4236/jasmi.2013.34029 4,645 Downloads 7,743 Views Citations
A mutation in protein kinase C-gamma alters SNC neuron morphology and decreases synaptic vesicles in dopaminergic striatal terminals in the AS/AGU rat (Articles)

Abdullah Glil Al-Kushi, David Russell, Anthony Philip Payne

Journal of Biomedical Science and Engineering Vol.6 No.12, December 20, 2013

DOI: 10.4236/jbise.2013.612141 2,871 Downloads 4,524 Views Citations
Characterisation for Radioelements over an Escarpment Feature(S): A Case Study of the Duku-Tarasa Gwandu Ridge Area of Birnin Kebbi NW Nigeria (Articles)

A. Adamu, O. Ologe, A. L. Ahmed, A. Y. Sunusi

International Journal of Geosciences Vol.11 No.8, August 20, 2020

DOI: 10.4236/ijg.2020.118028 690 Downloads 2,545 Views Citations
Pricing Currency Call Options (Articles)

Rebecca Abraham

Theoretical Economics Letters Vol.8 No.11, August 15, 2018

DOI: 10.4236/tel.2018.811148 1,476 Downloads 3,466 Views Citations
This article belongs to the Special Issue on Financial Innovation
Poisson Process Modeling of Pure Jump Equities on the Ghana Stock Exchange (Articles)

Osei Antwi, Kyere Bright, Martinu Issa

Journal of Applied Mathematics and Physics Vol.10 No.10, October 27, 2022

DOI: 10.4236/jamp.2022.1010207 209 Downloads 1,131 Views Citations
Statistical Control and Investigation of Capability of Process and Machine in Wire Cut Edm Process of Gas Turbine Blade Airfoil Tip (Articles)

Ahmad Reza Fazeli, Ebrahim Sharifi

Engineering Vol.3 No.3, March 7, 2011

DOI: 10.4236/eng.2011.33030 6,781 Downloads 12,346 Views Citations
Recovery of Gold and Silver and Removal of Copper, Zinc and Lead Ions in Pregnant and Barren Cyanide Solutions (Articles)

Gabriela Figueroa, Jesus L. Valenzuela, Jose R. Parga, Victor Vazquez, Alejandro Valenzuela

Materials Sciences and Applications Vol.6 No.2, February 12, 2015

DOI: 10.4236/msa.2015.62020 8,896 Downloads 13,270 Views Citations
Generalized Stochastic Processes: The Portfolio Model (Articles)

Moawia Alghalith

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

DOI: 10.4236/jmf.2012.22022 4,374 Downloads 8,666 Views Citations
Detection of the Process about Extreme Weather Events (Articles)

Zhonghua Qian, Zengping Zhang, Guolin Feng

Journal of Applied Mathematics and Physics Vol.1 No.6, November 28, 2013

DOI: 10.4236/jamp.2013.16002 3,648 Downloads 5,641 Views Citations
The New Components of Catalan Nationalism (Articles)

Erika Jaráiz, Ángel Cazorla, José Manuel Rivera

Open Journal of Political Science Vol.9 No.1, January 18, 2019

DOI: 10.4236/ojps.2019.91009 1,491 Downloads 3,792 Views Citations

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