/**
 * Value-at-Risk (VaR) estimator.
 * Supports `historical` (empirical quantile) and `parametric` (normal) methods.
 * Returns NaN for empty inputs or invalid alpha or when parametric stats are invalid.
 * @param returns Array-like returns series
 * @param alpha Tail probability (default 0.05)
 * @param method 'historical' | 'parametric' (default 'historical')
 * @returns VaR as a number (left-tail) or NaN
 */
export declare function valueAtRisk(returns: ArrayLike<number>, alpha?: number, method?: 'historical' | 'parametric'): number;
/**
 * Expected shortfall (conditional tail expectation) estimator.
 * Supports `historical` (empirical mean of losses <= VaR) and `parametric` (normal) methods.
 * Returns NaN for empty inputs, invalid alpha, or invalid parametric stats.
 * @param returns Array-like returns series
 * @param alpha Tail probability (default 0.05)
 * @param method 'historical' | 'parametric' (default 'historical')
 * @returns Expected shortfall (left-tail) or NaN
 */
export declare function expshortfall(returns: ArrayLike<number>, alpha?: number, method?: 'historical' | 'parametric'): number;
/**
 * Tail ratio: mean of upper tail divided by absolute mean of lower tail.
 * Returns NaN for empty inputs, invalid alpha, or when either tail has no observations or lower mean is zero.
 * @param returns Array-like returns series
 * @param alpha Tail probability (default 0.05)
 * @returns Tail ratio or NaN
 */
export declare function tail(returns: ArrayLike<number>, alpha?: number): number;
/**
 * Omega ratio: sum of gains above `requiredReturn` divided by sum of losses below it.
 * Returns NaN for empty inputs or when there is no variation (all gains or all losses zero).
 * @param returns Array-like returns series
 * @param requiredReturn Threshold for gains/losses (default 0)
 * @returns Omega ratio number, Infinity if no losses, or NaN when no variation
 */
export declare function omega(returns: ArrayLike<number>, requiredReturn?: number): number;
declare const _default: {
    valueAtRisk: typeof valueAtRisk;
    expectedShortfall: typeof expshortfall;
    tailRatio: typeof tail;
    omegaRatio: typeof omega;
};
export default _default;