>>>
搜索结果: 1-6 共查到Value-at- Risk相关记录6条 . 查询时间(0.089 秒)
In quantitative risk management, it is important and challenging to find sharp bounds for the distribution of the sum of dependent risks with given marginal distributions, but an unspecified dependenc...
In quantitative risk management, it is important and challenging to find sharp bounds for the distribution of the sum of dependent risks with given marginal distributions, but an unspecified dependenc...
Valuing a firm using the discounted cash flow method (DCF) requires the joint determination of the market value of its equity (MVE) together with the equity risk premium (ERP) the firm should earn, si...
For purposes of Value-at-Risk estimation, we consider three multivariate families of heavy-tailed distributions, which can be seen as multidimensional versions of Paretian stable and Student's t distr...
The class of a-stable distributions is an attractive probabilistic model of asset returns distribution in the field of finance. When dealing with real issues, such ar optimal portfolio selection, it...
从分析原油现货市场收益率的统计特征入手,为更好地刻画原油现货市场收益率的尖峰厚尾、偏态及波动集聚性和持续性的波动特性,引入 SGT 分布来描述原油市场 价格的分布特征, 利用 SV模型来度量国际原油市场的价格波动率. 同时, 基于 Bayesian 原理,利用 MCMC 方法来解决 SV 模型的参数估计难题, 建立了 Bayesian-SV-SGT模型, 并对国际原油现货价格“VaR”(Value...

中国研究生教育排行榜-

正在加载...

中国学术期刊排行榜-

正在加载...

世界大学科研机构排行榜-

正在加载...

中国大学排行榜-

正在加载...

人 物-

正在加载...

课 件-

正在加载...

视听资料-

正在加载...

研招资料 -

正在加载...

知识要闻-

正在加载...

国际动态-

正在加载...

会议中心-

正在加载...

学术指南-

正在加载...

学术站点-

正在加载...