摘要
对目前几种常见的证券市场风险度量方法进行比较,并对部分风险度量方法进行了实证分析。在此基础上,提出了适合我国证券市场风险度量的方法。
The paper makes a compare of current methods of stock market＇s risk measurement, and some measurement method are analyzed empirically. Then, the author puts forward feasible method of China stock market＇s risk measurement.
出处
《科技创业月刊》
2007年第2期36-37,共2页
Journal of Entrepreneurship in Science & Technology
关键词
证券市场
风险度量
风险防范
stock market, risk measurement, risk defence
