Growing Science » Tags cloud » VAR Model
Authors: Nguyen Thi Thu Hoai, Dang Trung Tuyen, Nguyen Duy Nhien, Nguyen Thi Hong
DOI: 10.5267/j.uscm.2023.6.017
Keywords: Coffee price, DCC-GRACH model, Price volatility, VaR model, Risk management
Journal: USCM | Year: 2023 | Volume: 11 | Issue: 4 | Views: 714 | Reviews: 0
Authors: Thanh Tung Hoang, Van Anh Nguyen Thi, Hoang Dinh Minh
DOI: 10.5267/j.msl.2019.11.004
Keywords: Exchange rate, Vector regression model, VAR model, Growth, Inflation, Macro factors, Macroeconomic Variables
Journal: MSL | Year: 2020 | Volume: 10 | Issue: 5 | Views: 6860 | Reviews: 0
Authors: Seyed Gholamreza Jalali Naini, Ahmad Makui, Ehsan Mohebi
Keywords: Financial Crisis, Lag-correlation, Sliding trend, Transmission Mechanism, VAR model
Journal: MSL | Year: 2014 | Volume: 4 | Issue: 10 | Views: 2165 | Reviews: 0
Authors: Farsheed Sattarifar, Ali Faez, Younos Vakilolroaya
Keywords: ARCH Models, Gold Coin Price, VAR Model, Variability
Journal: MSL | Year: 2014 | Volume: 4 | Issue: 3 | Views: 1838 | Reviews: 0
® 2010-2024 GrowingScience.Com