Results 171 to 180 of about 587,609 (221)

VAR for VaR: Measuring Tail Dependence Using Multivariate Regression Quantiles

Social Science Research Network, 2015
This paper proposes methods for estimation and inference in multivariate, multi-quantile models. The theory can simultaneously accommodate models with multiple random variables, multiple confidence levels, and multiple lags of the associated quantiles ...
Halbert White, Tae-Hwan Kim, S. Manganelli   +2 more
semanticscholar   +1 more source

Il VAR o la VAR?

2018
Il contributo si sofferma sull'articolo da usare con l'acronimo VAR (Video Assistant Referee)
openaire   +1 more source

CO2 emissions and financial development in an emerging economy: An augmented VAR approach

, 2016
Faiza Abbasi, Khalid Riaz
semanticscholar   +1 more source

Multi-Timescale Coordinated Voltage/Var Control of High Renewable-Penetrated Distribution Systems

IEEE Transactions on Power Systems, 2017
Yan Xu, Z. Dong, R. Zhang, D. Hill
semanticscholar   +1 more source

Carbon emissions and economic growth in China: Based on mixed frequency VAR analysis

Renewable and Sustainable Energy Reviews, 2023
Wei Jiang
exaly  

???????????????????? ???????????????? ???????????? VaR ???? ???????????? ???????????? ???????????????????? ???????????? ???????????????????????? ??????????????????????????

2013
?????? ?????????? ???????????????? ?????????????? ?????????????????? ?????????????????????????? ???????????? ???????????????????????? ??????????????????????????, ?????????????????? ???????? ???????????????????? ?????????????????? ???????????? ?????????????????? ???????????????????? ???????????????????????????????????? ????????????????. ???????????? ????
openaire   +1 more source

A strategy for operational implementation of 4D‐Var, using an incremental approach

, 1994
P. Courtier, J. Thepaut, A. Hollingsworth   +2 more
semanticscholar   +1 more source

On the nexus of financial development, economic growth, and energy consumption in China: New perspective from a GMM panel VAR approach

, 2018
Yaofu Ouyang, Peng Li
semanticscholar   +1 more source

???????????????????????????? ?????????????? ???? ???????????????????? ???????????? ???? ???????????? ???? ???????????? ???????????? ???????????????????? VAR ?????????????? ???????????? ???????????????? ???????????????????????? ??????????????

2011
High actuality is acquired by the problem of analysis of interdependence of fund indexes. Indexes of markets which develop, as, for example, Ukrainian, very perceptible to the changes in world indexes, that is why it is necessary to find out the degree of this dependence, why and this work is devoted.
openaire   +1 more source

Empirical Research on Relationships Between Marginal-VaR, Component-VaR and Incremental-VaR

2013
The aim of this dissertation is to investigate whether the relationships between Marginal-VaR, Component-VaR and Incremental-VaR demonstrated by Hallerbach (2002) are valid. Marginal-VaR, Component-VaR and Incremental-VaR contribute to portfolio managers to get more information on market risk of a portfolio and make better and faster investment ...
openaire   +1 more source