The Application of VaR Model to Estimating Stock Risk
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F830.91

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    Abstract:

    This paper introduces VaR model and calculates the values of general stock index of Shanghai stock exchange at different confidence intervals,then compares them with actual lose On the basis of analyzing the data, it concludes the necessity of using mode

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邱阳,林勇. VaR模型及其在股票风险评估中的应用[J].重庆大学学报社会科学版,2002,8(2):34~36

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  • Received:
  • Revised:October 21,2001
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