基于风险价值(VAR)模型在股市中的实证分析

The Empirical Analysis on the Stock Market Based on VAR Model

近年来随着股市的下跌,国内各证券公司的自营风险逐步暴露出来。这也为我国证券业风险管理提出新的课题。本文主要对VAR方法介绍,以及VAR在股票市场上的应用分析,以供投资者借鉴。

How to control the risk in stock market is important for investment bank and investors. This article analyzes the method of VAR, using the method in the stock market for investors to control their risk.