Vector Autoregressive Model VAR - Articles - Scientific Research Publishing

Case Study for Undetermined Mosquito Species by Polymerase Chain Reaction in Western Burkina Faso (Articles)

Koudraogo Bienvenue Yaméogo, Sassan Simplice Kambou, Domonbabélé François de Sales Hien, Logotio Rachel Angela Traore, Franck Adama Yao, Rakiswendé Serge Yerbanga

American Journal of Molecular Biology Vol.14 No.2, February 7, 2024

DOI: 10.4236/ajmb.2024.142004 270 Downloads 1,088 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
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
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 1,044 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
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
Environmental Pollution Nexus Economic Growth and Energy Consumption (Articles)

Michel Mivumbi, Xiaoling Yuan

Modern Economy Vol.12 No.4, March 31, 2021

DOI: 10.4236/me.2021.124034 743 Downloads 2,458 Views Citations
I Was Learning Economics at the Cost of the Economy (Articles)

Majumder Debasish

Theoretical Economics Letters Vol.11 No.3, June 29, 2021

DOI: 10.4236/tel.2021.113041 471 Downloads 1,405 Views Citations
An Analysis of Tourist Spending by International Visitors to the United States during the COVID-19 Pandemic (Articles)

Eyitayo Olaleye, Jacob Oluwoye

Open Journal of Social Sciences Vol.10 No.7, July 15, 2022

DOI: 10.4236/jss.2022.107016 265 Downloads 1,749 Views Citations
Empirical Study on the Relationship between Investors’ Attention and Individual Stock Returns in the Chinese Stock Market (Articles)

Lixu Chi, Li Liang

Open Journal of Social Sciences Vol.10 No.9, August 15, 2022

DOI: 10.4236/jss.2022.109009 314 Downloads 1,582 Views Citations
This article belongs to the Special Issue on Social and Behavioral Sciences
Economic Freedom and the Determinants of the Bank Spread in South America (Articles)

Vladimir Fernandes-Maciel, Ulisses Ruiz De-Gamboa, Rafael Estevão Garcia-Alves

Theoretical Economics Letters Vol.12 No.6, December 30, 2022

DOI: 10.4236/tel.2022.126101 195 Downloads 1,014 Views Citations
Evaluating Fund Performance Based on Lp Quantile Nonlinear Regression Model (Articles)

Ying Sun, Fuming Lin

Open Journal of Applied Sciences Vol.14 No.11, November 25, 2024

DOI: 10.4236/ojapps.2024.1411211 81 Downloads 630 Views Citations
Effects of the Reactive Power Injection on the Grid—The Rise of the Volt/var Interaction Chain (Articles)

Albana Ilo

Smart Grid and Renewable Energy Vol.7 No.7, July 29, 2016

DOI: 10.4236/sgre.2016.77017 3,780 Downloads 8,462 Views Citations
Centerline Extraction for Image Segmentation Using Gradient and Direction Vector Flow Active Contours (Articles)

Shuqun Zhang, Jianyang Zhou

Journal of Signal and Information Processing Vol.4 No.4, November 6, 2013

DOI: 10.4236/jsip.2013.44052 4,222 Downloads 6,561 Views Citations
Content-Based Image Retrieval Using SOM and DWT (Articles)

Ammar Huneiti, Maisa Daoud

Journal of Software Engineering and Applications Vol.8 No.2, February 13, 2015

DOI: 10.4236/jsea.2015.82007 5,028 Downloads 7,787 Views Citations

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