Titlebook: Econometrics of Risk; Van-Nam Huynh,Vladik Kreinovich,Komsan Suriya Book 2015 Springer International Publishing Switzerland 2015 Asset Pri

Inspection

书目名称Econometrics of Risk影响因子(影响力)




书目名称Econometrics of Risk影响因子(影响力)学科排名




书目名称Econometrics of Risk网络公开度




书目名称Econometrics of Risk网络公开度学科排名




书目名称Econometrics of Risk被引频次




书目名称Econometrics of Risk被引频次学科排名




书目名称Econometrics of Risk年度引用




书目名称Econometrics of Risk年度引用学科排名




书目名称Econometrics of Risk读者反馈




书目名称Econometrics of Risk读者反馈学科排名

Preamble

辞职

1860-949X new techniques of econometrics of risk, and researchers to further improve the existing models and to come up with new ideas on how to best take into account economic risks..978-3-319-38552-5978-3-319-13449-9Series ISSN 1860-949X Series E-ISSN 1860-9503

lipoatrophy

Coeval

Distortion Risk Measures Under Skew Normal Settingssion of skew normal distortion risk measure is coherent and its transform satisfies the classic capital asset pricing model. Properties of the stock price model under log-skewnormal and its transform are also studied. A simulation based on the skew normal transforms is given for a insurance payoff function.

血友病

血友病

Quantile Regression Under Asymmetric Laplace Distribution in Capital Asset Pricing Modelle. Quantile regression estimation is equivalent to the parametric case where the error term is asymmetrically Laplace distributed. Finally, we use the method to measures the volatility of a portfolio relative to the market.

lanugo

Conclusion, Criticism and Outlook, poor people clearly improves the overall economy but does not change the median. In this paper, we use known techniques from group decision making—namely, Nash’s bargaining solution—to come up with the most adequate measure of “average” income: geometric mean. On several examples, we illustrate how this measure works.

铁塔等

exclamation

https://doi.org/10.1007/978-3-030-43457-1nd that the local gold returns demonstrate an inverted asymmetric reaction to positive and negative innovations respectively. Positive shock increases the gold returns volatility more than the negative shock in full sample as well as the stock market downside, thus supporting the hedge and safe haven properties of gold investment in Malaysia.