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基于因子模型的我国金融风险研究

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摘要 随着我国金融开放程度的进一步加大,国内的金融形势越发复杂,为了对我国的金融风险状况有一个客观准确的把握,我们需要对金融风险进行系统分析。本文根据中国的实际情况和选取指标原则选取了一系列具有代表性的指标,并搜集了1999-2009年的数据,采用因子分析方法对金融风险进行定量分析,以把握金融风险的发展趋势。
作者 林晨
机构地区 南京大学
出处 《时代金融》 2011年第2Z期10-11,共2页 Times Finance
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