Vol. 2 No. 1 (2019)

  • Open Access

    Original Research Articles

    Article ID: 137

    Comprehensive Evaluation and Analysis of Listed Companies with Insurance

    by 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 Model

    by 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.