Journal of Mathematical Finance

Journal of Mathematical Finance

ISSN Print: 2162-2434
ISSN Online: 2162-2442
www.scirp.org/journal/jmf
E-mail: jmf@scirp.org
"Forecasting Value-at-Risk of Financial Markets under the Global Pandemic of COVID-19 Using Conditional Extreme Value Theory"
written by Cyprian Omari, Simon Mundia, Immaculate Ngina,
published by Journal of Mathematical Finance, Vol.10 No.4, 2020
has been cited by the following article(s):
  • Google Scholar
  • CrossRef
[1] Volatility forecasting and assessing risk of financial markets using multi-transformer neural network based architecture
Engineering Applications of Artificial …, 2024
[2] Modeling of Machine Learning-Based Extreme Value Theory in Stock Investment Risk Prediction: A Systematic Literature Review
Big Data, 2024
[3] An extreme value analysis of daily new cases of COVID-19 for sixteen countries in west Africa
Scientific Reports, 2023
[4] The Basel 2.5 capital regulatory framework and the COVID-19 crisis: evidence from the ethical investment market
PSU Research Review, 2023
[5] THE VAR EVALUATION OF SHARIAH STOCK MARKET IN MALAYSIA DURING COVID-19 PANDEMIC BY USING CONDITIONAL EVT METHOD
International Journal of …, 2023
[6] A conceptual model of investment-risk prediction in the stock market using extreme value theory with machine learning: a semisystematic literature review
Risks, 2023
[7] GARCHNet: Value-at-Risk Forecasting with GARCH Models Based on Neural Networks
Computational Economics, 2023
[8] Financial modelling of cryptocurrency: a case study of Bitcoin, Ethereum, and Dogecoin in comparison with JSE stock returns.
2022
[9] Value-at-risk (VAR) estimation and backtesting during COVID-19: Empirical analysis based on BRICS and US stock markets
Investment Management and …, 2022
[10] The Effect of Commodity Prices and Exchange Rate on the Stock Return of Agriculture and Animal Feed Companies in Indonesia
International Journal of Social …, 2022
[11] The risk-return relationship in South Africa: tail optimization of the GARCH-M approach
Data Science in Finance and Economics, 2022
[12] Forecasting Conditional Tail Risk Measures by ARMA-GARCH Models
2021
[13] Impact of COVID-19 on Expected Return and Risks in “China Concept” Stocks Using CAPM Model: A Case Study of Alibaba and Haidilao
2021 3rd International Conference …, 2021
[14] Volatility of and cross-correlation between major international stock indices before and during the COVID-19 pandemic
2021
[15] GARCHNet-Value-at-Risk forecasting with novel approach to GARCH models based on neural networks
2021
[16] Investigating some GARCH (1, 1)-type value-at-risk models pre-Covid-19 and intra-Covid-19
2021
[17] Impact of COVID-19 on energy prices and main macroeconomic indicators—evidence from China's energy market
Green Financ, 2021
SCIRP Newsletter
Copyright © 2006-2026 Scientific Research Publishing Inc. All Rights Reserved.
Top