A new financial risk ratio

E-ISSN： 1563-5163|85|13|2682-2692

ISSN： 0094-9655

Source： Journal of Statistical Computation and Simulation, Vol.85, Iss.13, 2015-09, pp. : 2682-2692

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

Moderate Deviations for Estimators of Financial Risk Under an Asymmetric Laplace Law

Communications in Statistics: Theory and Methods, Vol. 44, Iss. 2, 2015-01 ,pp. : 329-339

Taylor & Francis Ltd

Access to resources Recommend Favorite

Bayesian Time-Varying Quantile Forecasting for Value-at-Risk in Financial Markets

By Gerlach Richard H.

Journal of Business & Economic Statistics, Vol. 29, Iss. 4, 2011-10 ,pp. : 481-492

Taylor & Francis Ltd

Access to resources Recommend Favorite

Bayesian confidence interval for the risk ratio in a correlated 2 × 2 table with structural zero

By Bai Peng

Journal of Applied Statistics, Vol. 38, Iss. 12, 2011-12 ,pp. : 2805-2817

Taylor & Francis Ltd

Access to resources Recommend Favorite

Sensitivity Analysis of Unmeasured Confounding for the Causal Risk Ratio by Applying Marginal Structural Models

By Chiba Yasutaka

Communications in Statistics: Theory and Methods, Vol. 39, Iss. 1, 2010-01 ,pp. : 65-76

Taylor & Francis Ltd

Access to resources Recommend Favorite

Estimate for the Finite-time Ruin Probability in the Discrete-time Risk Model with Insurance and Financial Risks

By Yang Yang

Communications in Statistics: Theory and Methods, Vol. 43, Iss. 10-12, 2014-05 ,pp. : 2094-2104

Taylor & Francis Ltd

Access to resources Recommend Favorite