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

Inspection

書目名稱Econometrics of Risk影響因子(影響力)




書目名稱Econometrics of Risk影響因子(影響力)學科排名




書目名稱Econometrics of Risk網(wǎng)絡公開度




書目名稱Econometrics of Risk網(wǎng)絡公開度學科排名




書目名稱Econometrics of Risk被引頻次




書目名稱Econometrics of Risk被引頻次學科排名




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書目名稱Econometrics of Risk年度引用學科排名




書目名稱Econometrics of Risk讀者反饋




書目名稱Econometrics of Risk讀者反饋學科排名

Preamble

辭職

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.

鐵塔等

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.