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基于风险信号灯等级设定的金融风险预警研究 被引量:2

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摘要 传统金融风险预警技术种类繁多,文章将风险信号灯等级法加以修缮,并与时间序列ARMA模型、灰色预测理论有效结合,不仅能够较为准确的评估过往年份风险水平,还能够对未来金融风险进行连续预测,旨在防范危机发生,为宏观金融审慎监管有效开展提供切实可行的对策与建议。
作者 吴田
出处 《统计与决策》 CSSCI 北大核心 2015年第8期153-156,共4页 Statistics & Decision
基金 陕西省教育厅科学计划项目(12JK1058) 陕西省教育厅科学计划项目(2013JK0162)
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