Search Results - "VAR"

Value-at-Risk Models Applied to Taiwan's Stock Market by Lin, Ching-Li

Subjects: “…VAR…”
Get full text

Can Chinese security companies use Value at Risk (VaR) to measure market risk they faced: an empirical study? by Tan, Xiao

Subjects: “…VaR…”
Get full text

An econometric model of land prices in England by Francis, Frank Noble

Subjects: Get full text

Analysis of the impact of the margin trading system and stock market volatility in mainland China —Base on an empirical study by Ao, Xinyi

Subjects: “…margin trading system ; volatility; var model…”
Get full text

Financial risk exposures of the airlines industry: evidence from Cathay Pacific Airways and China Airlines by Yashodha, Yasmin, Abdul Hamid, Baharom, Habibullah, Muzafar Shah

Subjects: “…Airline; Stock price; VECM; VAR; IRF…”
Get full text
Get full text

Assessing the Performance of Parametric, Non-Parametric and Semi-Parametric Value-at-Risk Models Applied to the Chinese Stock Market by PENG, BO

Subjects: Get full text

Effect of a single dose of Saccharomyces cerevisiae var. boulardii on the occurrence of porcine neonatal diarrhoea by Hancox, L.R., Le Bon, M., Richards, P.J., Guillou, D., Dodd, Christine E.R., Mellits, K.H.

Subjects: “…Saccharomyces cerevisiae var. boulardii…”
Get full text

The impact of momentum trades on return comovements and asymmetric volatility in dual listings by Dey, Malay K., Wang, Chaoyan

Subjects: “…ADR; Volume comovement; Return correlation; Volatility; VAR…”
Get full text

Parametric Value at Risk models for hedge fund application by Micallef, Pierre

Subjects: Get full text

Value-At-Risk: Effective and Accurate Risk Management of China's Stock Index by YU, Yang

Subjects: “…"Value at Risk"(VaR)…”
Get full text

DC fault ride-through capability and STATCOM operation of a HVDC hybrid voltage source converter by Feldman, Ralph, Farr, Ewan, Watson, Alan James, Clare, Jon C., Wheeler, Patrick

Subjects: Get full text

Examining the impact of macroeconomic announcements on gold futures in a VAR-GARCH framework by Smales, Lee, O'Grady, B., Yang, Y.

Subjects: “…VAR-GARCH…”
Get full text

Reaction to non-scheduled News During Financial Crisis: Australian Evidence by Smales, Lee

Subjects: Get full text

Return and volatility spillover effects: Evaluating the impact of Shanghai and Shenzhen-Hongkong Stock Connect Programs on A-H-US stock markets ---An empirical analysis based on VA... by JI, BAIHAO

Subjects: Get full text

Bond futures and order imbalance Examining international linkages by Smales, Lee

Subjects: Get full text

In vitro propagation and organ culture of Kacip Fatimah (Labisia pumila var. alata) by Jaafar, Nita Azlin

Subjects: “…Labisia pumila var. alata - Primulaceae…”
Get full text
Get full text

Identification of the new pathogen (Stemphylium lycopersici) causing leaf spot on pepino (Solanum muricatum) by Nasehi, Abbas, Kadir, Jugah, Esfahani, Mehdi Nasr, Ashtiani, Farnaz Abed, Golkhandan, Elham, Ashkani, Sadegh

Subjects: “…Leaf spot; Pepino; Phylogeny; Solanum muricatum var. pepino; Stemphylium lycopersici…”
Get full text
Get full text

Long-run commodity prices, economic growth and interest rates: 17th century to the present day by Harvey, David I., Kellard, Neil M., Madsen, Jakob B., Wohar, Mark E.

Subjects: “…Primary commodities; Prebisch-Singer hypothesis; Economic growth; Interest rates; Structural breaks; VAR.…”
Get full text

Assessing the performance of the VaR models on nonlinear portfolio by ZHU, Guantao

Subjects: “…VaR…”
Get full text

An Empirical Analysis of the Contagion Risk in the Stock Markets: Evidence with E-GARCH VaR Model by Gao, Song

Subjects: “…Contagion Risk; E-GARCH Modelling; Value-at-Risk (VaR); Backtesting; Granger Causality in Risk…”
Get full text