Login
Login
切换导航
Home
Articles
Journals
Books
News
About
Services
Submit
Home
Journal
Articles
Journals A-Z
Browse Subjects
Biomedical & Life Sci.
Business & Economics
Chemistry & Materials Sci.
Computer Sci. & Commun.
Earth & Environmental Sci.
Engineering
Medicine & Healthcare
Physics & Mathematics
Social Sci. & Humanities
Browse Subjects
Biomedical & Life Sciences
Business & Economics
Chemistry & Materials Science
Computer Science & Communications
Earth & Environmental Sciences
Engineering
Medicine & Healthcare
Physics & Mathematics
Social Sciences & Humanities
Publish with us
Paper Submission
Information for Authors
Peer-Review Resources
Open Special Issues
Open Access Statement
Frequently Asked Questions
Publish with us
Paper Submission
Information for Authors
Peer-Review Resources
Open Special Issues
Open Access Statement
Frequently Asked Questions
Follow SCIRP
Contact us
+1 323-425-8868
customer@scirp.org
+86 18163351462(WhatsApp)
1655362766
Paper Publishing WeChat
Complete Matching
Editorial Board
Show/Hide Options
Show/Hide Options
All
Title
Abstract
Keywords
DOI
Author
Journal
Affiliation
ISSN
Subject
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
230
Downloads
726
Views
Citations
Financial Risk Measurement for Turkish Insurance Companies Using VaR Models
(Articles)
Ismail Yildirim
Journal of Financial Risk Management
Vol.4 No.3
,September 30, 2015
DOI:
10.4236/jfrm.2015.43013
7,556
Downloads
10,000
Views
Citations
The Researches on Exchange Rate Risk of Chinese Commercial Banks Based on Copula-Garch Model
(Articles)
Baoqian Wang
,
Tingting Cao
,
Shu Wang
Modern Economy
Vol.5 No.5
,May 23, 2014
DOI:
10.4236/me.2014.55051
4,615
Downloads
6,295
Views
Citations
A Research on the Risk Measure of Chinese Copper Futures Market Based on VaR
(Articles)
Hu’e Zhao
Open Journal of Social Sciences
Vol.2 No.9
,August 26, 2014
DOI:
10.4236/jss.2014.29007
3,330
Downloads
3,990
Views
Citations
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
1,811
Downloads
4,238
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
772
Downloads
1,882
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
774
Downloads
2,315
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
248
Downloads
782
Views
Citations
Optimal Adiposity Measurement and Risk Stratification in Established Ischaemic Stroke
(Articles)
Olive Lennon
,
Catherine Blake
World Journal of Cardiovascular Diseases
Vol.4 No.13
,December 30, 2014
DOI:
10.4236/wjcd.2014.413077
4,219
Downloads
5,007
Views
Citations
Estimation of Conditional Weighted Expected Shortfall under Adjusted Extreme Quantile Autoregression
(Articles)
Martin M. Kithinji
,
Peter N. Mwita
,
Ananda O. Kube
Journal of Mathematical Finance
Vol.11 No.3
,July 14, 2021
DOI:
10.4236/jmf.2021.113021
173
Downloads
746
Views
Citations
Optimal Reciprocal Reinsurance under GlueVaR Distortion Risk Measures
(Articles)
Yuxia Huang
,
Chuancun Yin
Journal of Mathematical Finance
Vol.9 No.1
,January 17, 2019
DOI:
10.4236/jmf.2019.91002
964
Downloads
1,843
Views
Citations
Analysis of Chinese Short-Term International Capital Flow Capital Motivation
(Articles)
Feng Qiu
Modern Economy
Vol.10 No.3
,March 29, 2019
DOI:
10.4236/me.2019.103071
871
Downloads
1,765
Views
Citations
Using Conditional Extreme Value Theory to Estimate Value-at-Risk for Daily Currency Exchange Rates
(Articles)
Cyprian O. Omari
,
Peter N. Mwita
,
Antony G. Waititu
Journal of Mathematical Finance
Vol.7 No.4
,November 2, 2017
DOI:
10.4236/jmf.2017.74045
1,335
Downloads
4,872
Views
Citations
A Bias in Jensen’s Alpha When Returns Are Serially Correlated
(Articles)
Jangkoo Kang
,
Soonhee Lee
Theoretical Economics Letters
Vol.3 No.3
,June 13, 2013
DOI:
10.4236/tel.2013.33031
5,307
Downloads
7,556
Views
Citations
Comparison and Performance Analysis of FACTs Controller in System Stability
(Articles)
Karthikeyan Ramasamy
Circuits and Systems
Vol.7 No.10
,August 16, 2016
DOI:
10.4236/cs.2016.710253
1,800
Downloads
3,696
Views
Citations
Mathematical Model of Financial Investment Risk
(Articles)
Deyu Yin
Journal of Mathematical Finance
Vol.8 No.1
,February 14, 2018
DOI:
10.4236/jmf.2018.81011
1,520
Downloads
5,638
Views
Citations
Global Supply Chain Disruption Management Post Covid 19
(Articles)
Ferdoush Saleheen
,
Mohammad Mamun Habib
American Journal of Industrial and Business Management
Vol.12 No.3
,March 28, 2022
DOI:
10.4236/ajibm.2022.123021
997
Downloads
5,659
Views
Citations
Research on the Influencing Effect between CHVA and CPI in China Based on VAR Models
(Articles)
Jinge Zhou
,
Juan Chen
,
Xiuli Yu
,
Yifan Li
,
Qifeng Lin
American Journal of Industrial and Business Management
Vol.3 No.4
,July 23, 2013
DOI:
10.4236/ajibm.2013.34044
3,992
Downloads
5,839
Views
Citations
Investigating Influential Factors on Improving Poverty Conditions in Latin America
(Articles)
Keisuke Mitsumoto
,
Koichi Yamaura
Journal of Human Resource and Sustainability Studies
Vol.6 No.2
,June 4, 2018
DOI:
10.4236/jhrss.2018.62035
990
Downloads
2,410
Views
Citations
Stationary Vector Autoregressive Representation of Error Correction Models
(Articles)
Yun-Yeong Kim
Theoretical Economics Letters
Vol.2 No.2
,May 23, 2012
DOI:
10.4236/tel.2012.22027
6,867
Downloads
11,403
Views
Citations
<
1
2
3
...
>
Follow SCIRP
Contact us
+1 323-425-8868
customer@scirp.org
+86 18163351462(WhatsApp)
1655362766
Paper Publishing WeChat
Free SCIRP Newsletters
Home
Journals A-Z
Subject
Books
Sitemap
Contact Us
About SCIRP
Publication Fees
For Authors
Peer-Review Issues
Special Issues
News
Service
Manuscript Tracking System
Subscription
Translation & Proofreading
FAQ
Volume & Issue
Policies
Open Access
Publication Ethics
Preservation
Retraction
Privacy Policy
Copyright © 2006-2024 Scientific Research Publishing Inc. All Rights Reserved.
Top