摘要
提出了利用VaR度量农产品现货市场风险的定量方法,并以我国鸡蛋、活鸡、牛肉、羊肉和猪肉五种畜产品的市场风险度量为例进行实证分析,研究结果表明,正态分布并不是拟合我国畜产品市场风险的最优分布模型,利用VaR度量农产品市场风险的方法切实可行。
This paper proposed to use VaR approach to measure the price risk for livestock in China,and illustrate how to use the approach by an empirical study on measuring the price risk of egg,chicken,beef,mutton and pork in China.The result show that normal distribution is not appropriate to modeling the price risk of livestock and proposed approach works well.
出处
《经济问题》
CSSCI
北大核心
2010年第3期90-94,共5页
On Economic Problems
