VaR - Articles - Scientific Research Publishing

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 4,051 Downloads 5,914 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 1,014 Downloads 2,387 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 6,919 Downloads 11,429 Views Citations
A Research on Interbank Loan Interest Rate Fluctuation Characteristics and the VaR Risk of China’s Commercial Banks (Articles)

Baoqian Wang, Cheng Wang, Xikun Zhang

Modern Economy Vol.3 No.6，October 31, 2012

DOI: 10.4236/me.2012.36097 5,680 Downloads 8,692 Views Citations
Money Supply and Inflation in Nigeria: Implications for National Development (Articles)

Olorunfemi Sola, Adeleke Peter

Modern Economy Vol.4 No.3，March 27, 2013

DOI: 10.4236/me.2013.43018 13,954 Downloads 23,939 Views Citations
Quantitative Risk Analysis of the Futures Company’s Own Business Based on VaR Model (Articles)

Jianfei Len, Xu Gao, Guorong Jia

Journal of Financial Risk Management Vol.3 No.4，November 13, 2014

DOI: 10.4236/jfrm.2014.34012 3,510 Downloads 4,759 Views Citations
Measuring and Comparing the Value-at-Risk Using GARCH and CARR Models for CSI 300 Index (Articles)

Chunchou Wu

Theoretical Economics Letters Vol.8 No.6，April 23, 2018

DOI: 10.4236/tel.2018.86078 1,011 Downloads 4,625 Views Citations
This article belongs to the Special Issue on Computational Economics and Econometrics
The Structural Relationship between Chinese Money Supply and Inflation Based on VAR Model (Articles)

Shichang Shen, Xiaoyi Dong

Applied Mathematics Vol.10 No.7，July 23, 2019

DOI: 10.4236/am.2019.107041 683 Downloads 1,736 Views Citations
A Simulation Study on the Performances of Classical Var and Sims-Zha Bayesian Var Models in the Presence of Autocorrelated Errors (Articles)

M. O. Adenomon, V. A. Michael, O. P. Evans

Open Journal of Modelling and Simulation Vol.3 No.4，September 30, 2015

DOI: 10.4236/ojmsi.2015.34016 4,545 Downloads 5,443 Views Citations
On the Performances of Classical VAR and Sims-Zha Bayesian VAR Models in the Presence of Collinearity and Autocorrelated Error Terms (Articles)

M. O. Adenomon, V. A. Michael, O. P. Evans

Open Journal of Statistics Vol.6 No.1，February 25, 2016

DOI: 10.4236/ojs.2016.61012 3,619 Downloads 5,397 Views Citations
FDI and Economic Development: Evidence from Mainland China (Articles)

Liyan Liu

Journal of Service Science and Management Vol.4 No.4，December 7, 2011

DOI: 10.4236/jssm.2011.44047 5,529 Downloads 11,856 Views Citations
Central Bank Communication, Ambiguity and Market Interest Rates: A Case Study (Articles)

Carlo Di Giorgio, Enzo Rossi

Modern Economy Vol.3 No.3，May 22, 2012

DOI: 10.4236/me.2012.33039 5,774 Downloads 8,882 Views Citations
Empirical Research on the Relationship between Scientific Innovation and Economic Growth in Beijing (Articles)

Lei Zhang, Wei Song, Jun He

Technology and Investment Vol.3 No.3，August 31, 2012

DOI: 10.4236/ti.2012.33023 5,433 Downloads 8,225 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 4,683 Downloads 6,344 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 3,392 Downloads 4,047 Views Citations
Does Speculation Matters for Wheat Price Shocks? (Articles)

Gökhan Çinar, Adnan Hushmat, Ayşe Uzmay

Theoretical Economics Letters Vol.5 No.4，August 14, 2015

DOI: 10.4236/tel.2015.54061 3,729 Downloads 4,975 Views Citations
This article belongs to the Special Issue on International Economics
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 7,619 Downloads 9,944 Views Citations
The Impact of Margin Trading on Volatility of Stock Market: Evidence from SSE 50 Index (Articles)

Muwei Chen

Journal of Financial Risk Management Vol.5 No.3，September 29, 2016

DOI: 10.4236/jfrm.2016.53018 2,869 Downloads 6,740 Views Citations
A Model of Carbon Price Interactions with International Embodied Carbon (Articles)

Yan Lin

Open Journal of Social Sciences Vol.5 No.3，March 16, 2017

DOI: 10.4236/jss.2017.53004 1,471 Downloads 2,127 Views Citations
An Empirical Study on the Influencing Factors and Countermeasures of Inflation in China (Articles)

Shiyun Liang

American Journal of Industrial and Business Management Vol.7 No.4，April 30, 2017

DOI: 10.4236/ajibm.2017.74037 1,699 Downloads 2,974 Views Citations

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