Results 281 to 290 of about 24,674,854 (304)

Liquidity Effects on Value-at-Risk Limits: Construction of a New VAR Model

, 2014
Sunnyboy Walter Madoroba, J. Kruger
semanticscholar   +1 more source

A Comparison of VaR and CVaR Constraints on Portfolio Selection with the Mean-Variance Model

Management Science, 2004
Gordon J Alexander, Alexandre M Baptista
exaly  

A VAR-SVM model for crude oil price forecasting

International Journal of Global Energy Issues, 2015
Zhigang Zhang
exaly  

Space‐Time Model versus VAR Model: Forecasting Electricity demand in Japan

, 2013
Yoshihiro Ohtsuka, Kazuhiko Kakamu
semanticscholar   +1 more source

VAR Models

2011
openaire   +1 more source

VAR Modeling

2005
openaire   +1 more source

Handling missing data in multivariate time series using a vector autoregressive model-imputation (VAR-IM) algorithm

Neurocomputing, 2018
Hua-Liang Wei
exaly  

Application of model reduced 4D-Var to a 1D ecosystem model

Ocean Modelling, 2012
Ehouarn Simon, Laurent Bertino, Ghada El Serafy   +2 more
exaly  

From a VAR Model to a Structural Model, with an Application to the Wage-Price Spiral

, 1990
A. Monfort, R. Rabemananjara
semanticscholar   +1 more source

Demographic changes, saving, and current account: An analysis based on a panel VAR model

, 2008
Soyoung Kim, Jong‐Wha Lee
semanticscholar   +1 more source