[财]不足风险;
On the basis of complete study, the thesis argues that the stable distribution fits the ShangHai Stock Index better. And also, the VaR and the expected shortfall can be used as the risk measurement.
本文通过对上证指数进行全面系统研究,指出利用稳定分布能够更好地拟合我国股票市场的收益率,并且在稳定分布情况下,利用VaR和预期损失两个指标来度量风险。
VaR, Expected Shortfall and Measurement of Consistency Risk
VaR、ES与一致性风险测度
纳米英语 · 双语娱乐资讯
纳米英语 · 英语词汇