How They Differ and Practical Uses in Finance and Investing Henry Hoenig has three decades of journalism experience as a news and economics editor in the U.S. and Asia, handling coverage of global ...

1. What is the relationship between sampling variability and standard errors? Standard errors are measures of sampling variability. 2. Assume is 2.40 and the sample size is 36. What will become if you ...

Adam Hayes, Ph.D., CFA, is a financial writer with 15+ years Wall Street experience as a derivatives trader. Besides his extensive derivative trading expertise, Adam is an expert in economics and ...

The NLP procedure provides a variety of ways for estimating parameters in nonlinear statistical models and for obtaining approximate standard errors and covariance matrices for the estimators. These ...

Modified value-at-risk (mVaR) and modified expected shortfall (mES) are risk estimators that can be calculated without modeling the distribution of asset returns. These modified estimators use ...

We use influence functions as a basic tool to study unconditional nonparametric and parametric expected shortfall (ES) estimators with regard to returns data influence, standard errors and coherence.