小麦期货风险监控模型实证研究
Research on Risk for Supervisor Mode of Chinese Wheat Futures Market
摘要
金融回报的厚尾性表明极端事件发生的概率要远远高于通常的正态分布假设.多头期货持有者对于如何适时监控极端事件的风险较为敏感.本文以郑州小麦商品期货为例,希望借助于极值理论的三种模型来选择最合适于多方的条件极值适时监控模型.
出处
《中国管理科学》
CSSCI
2007年第z1期229-233,共5页
Chinese Journal of Management Science
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