An exploratory statistical analysis of financial measures

Watson, A.; Tunaru, R.

Abstract

Mixed graphical models are a class of models encompassing both graphical log-linear models of association for contingency tables and graphical Gaussian models. They are used to model complex conditional independence relationships between the variables under study which are treated on equal footing. This study uses graphical models to investigate the relationship between various financial measures, frequently used in accounting research.

• Journal Article Type: Article
• Publication Date: 2000-03
• Deposit Date: Jul 8, 2021
• Journal: IMA Journal of Management Mathematics
• Print ISSN: 1471-678X
• Publisher: Oxford University Press
• Peer Reviewed: Peer Reviewed
• Volume: 11
• Issue: 2
• Pages: 101-110
• DOI: https://doi.org/10.1093/imaman/11.2.101
• Public URL: http://researchrepository.napier.ac.uk/Output/2777202