Vol. 2 No. 1 (2019)
-
Open Access
Original Research Articles
Article ID: 137
Comprehensive Evaluation and Analysis of Listed Companies with Insuranceby Tianyao Chen
Insight - Statistics, Vol.2, No.1, 2019; 1224 Views, 32 PDF Downloads
This paper mainly used the financial data of three insurance companies listed in China, and used SPSS software to carry on comprehensive ranking to eight indexes which are representative of the three companies for six years, then use the cluster analysis to analyze the business situation of the company classification, and finally make a comprehensive analysis and evaluation.
-
Open Access
Original Research Articles
Article ID: 138
Interbank Market Interest Rate Risk Measure An Empirical Study Based on VaR Modelby Yuanyuan Peng
Insight - Statistics, Vol.2, No.1, 2019; 996 Views, 26 PDF Downloads
In this paper, we use the VaR model to study the daily weighted average interest rate of the interbank market in China from January 4, 2013 to October 30, 2014, and establish the interest rate risk measure of China's interbank lending market based on GARCH model (GARCH (1,1) / TARCH (1,1) / EGARCH (1,1)), the following conclusions are drawn: t distribution is not suitable for describing the distribution of interbank lending rate series in China, the generalized error distribution Which can better describe the distribution of interbank lending rates in China. According to the sample data, the risk of interbank lending rates at the present stage is also low.