摘要
VaR是风险估值模型(ValueatRisk)的简称,是近年来国外兴起的一种金融风险管理工具 本文在国内外学者的研究基础上,运用我国证券市场的有关数据对VaR风险测量模型在我国股票市场风险测量中的具体应用作了实证分析,旨在寻找一套符合我国国情的具有可操作性的证券市场风险测量体系。
Based on the theories of former experts, this article makes further statement about Value at Risk and applies some relevant data of China stock market to analyze the application of VaR for risk measurement in stock market in order to form operation system of stock risk measurement and to promote the development of a more stable stock market .
出处
《大连铁道学院学报》
2004年第2期72-75,共4页
Journal of Dalian Railway Institute
