基于GARCH族模型及VaR方法的商业银行利率风险度量Interest Rate Risk Measurement of Commercial Banks Based on GARCH Family Model and VaR Method
袁 归
统计学与应用Vol.13 No.4, 全文下载: PDF XML DOI:10.12677/sa.2024.134137, August 23 2024
基金投资风险的实证研究——基于GARCH_VaR模型An Empirical Study on Fund Investment Risk—Based on GARCH_VaR Model
马晓龙, 杨 慧
电子商务评论Vol.14 No.4, 全文下载: PDF XML DOI:10.12677/ecl.2025.1441190, April 30 2025
基于VaR与CVaR的股票风险实证分析Empirical Analysis of Stock Risk Based on VaR and CVaR
李子赫, 张金平, 冯兰兰 国家自然科学基金支持
金融Vol.7 No.5, 全文下载: PDF HTML XML DOI:10.12677/FIN.2017.75026, November 9 2017
基于FCFF和VaR方法的美的集团估值与风险水平研究Research on Valuation and Risk Level of Midea Group Based on FCFF and VaR Methods
李 娜
运筹与模糊学Vol.14 No.1, 全文下载: PDF HTML XML DOI:10.12677/ORF.2024.141018, February 21 2024
M-CVaR准则下具有风险偏好的双渠道供应链决策分析Decision Analysis of Dual-Channel Supply Chain with Risk Preference under M-CVaR Criterion
吴福田, 党亚峥, 白妮蔓
建模与仿真Vol.11 No.3, 全文下载: PDF HTML XML DOI:10.12677/MOS.2022.113073, May 23 2022
基于GARCH-VaR模型的商业银行市场风险度量——以贵阳银行为例Measurement of Commercial Banks’ Market Risk Based on the GARCH-VaR Model—Taking Bank of Guiyang as an Example
李 娱
电子商务评论Vol.14 No.1, 全文下载: PDF XML DOI:10.12677/ecl.2025.141137, January 13 2025