@incollection{, AE693B23459F27D3D0AA12BD747DAC10 , author={{ShenglanChu} and {JinmingCao} and {BinZhao}}, journal={{Global Journal of Management and Business Research}}, journal={{GJMBR}}2249-45880975-585310.34257/GJMBR, address={Cambridge, United States}, publisher={Global Journals Organisation}2111537 } @incollection{b0, , title={{Oil Price Fluctuations and Their Impact on the Macroeconomic Variables of Kuwait: A Case Study Using a VAR Model}} , author={{ MNEltony }} , journal={{International Journal of Energy Research}} 43 4 243 , year={2002} } @incollection{b1, , title={{Testing for Granger (non-)causality in a time-varying coefficient VAR model}} , author={{ DimitrisKChristopoulos }} , journal={{Journal of Forecasting}} 12 1 27 , year={2008} } @incollection{b2, , title={{Pricing of Credit Guarantee for Small and Medium Enterprises Based on the VaR Model}} , author={{ XiaohongChen }} , journal={{Systems Engineering}} 12 1 27 , year={2005?} } @incollection{b3, , title={{Oil price uncertainty and the U.S. stock market analysis based on a GARCH-in-mean VAR model}} , author={{ Alsalman }} , journal={{J]. Energy Economics}} 59 , year={2016} } @incollection{b4, , title={{Study on the interaction and relation of society, economy and environment based on PCA-VAR model: As a case study of the Bohai Rim region}} , author={{ Tan }} , journal={{Ecological Indicators}} 48 } @book{b5, , title={{Nonlinear VaR model of FX options portfolio under multivariate mixture of normal distributions}} , author={{ R.-DChen }} } @incollection{b6, , title={{}} , journal={{Xitong Gongcheng Lilun yu Shijian/System Engineering Theory and Practice}} 29 12 , year={2009} } @incollection{b7, , title={{Study on China's Import and Export Growth Rate Based on VAR Model}} , author={{ Fan }} , booktitle={{Lecture notes in electrical engineering}} , year={2013} } @book{b8, , title={{Modelling pesticide leaching in a sandy soil with the VARLEACH model}} , author={{ MTrevisan }} } @incollection{b9, , title={{}} , journal={{Agricultural Water Management}} 44 1-3 } @incollection{b10, , title={{Novel SHM method to locate damages in substructures based on VARX models}} , author={{ Ugalde }} , journal={{J]. Journal of Physics: Conference Series}} 628 12013 } @incollection{b11, , title={{Recursive Kronecker-Based Vector Autoregressive Identification for Large-Scale Adaptive Optics}} , author={{ MonchenGuido }} , journal={{IEEE Transactions on Control Systems Technology}} } @incollection{b12, , title={{Shear Localization in a Model Glass}} , author={{ FVarnik }} , journal={{Physical Review Letters}} 90 9 95702 } @book{b13, , title={{Three-Dimensional Variational Analysis with Spatially Inhomogeneous Covariances}} , author={{ Wan-Wu } and { Shu }} } @incollection{b14, , title={{}} , journal={{Monthly Weather Review}} 130 12 } @book{b15, , title={{A Comparison of VaR and CVaR Constraints on Portfolio Selection with the Mean-Variance Model}} , author={{ GordonJAlexander }} } @incollection{b16, , title={{}} , journal={{Management Science}} 50 9 } @incollection{b17, , title={{Sublimation of Snow from Coniferous Forests in a Climate Model}} , author={{ RichardEssery }} , journal={{Journal of Climate}} 16 11 , year={2003} } @incollection{b18, , title={{Monthly data and short-term forecasting: an assessment of monthly data in a VAR model}} , author={{ EduardoSalazar } and { MartinWeale }} , journal={{Journal of Forecasting}} 18 7 }