本文讨论了考虑事件风险的资产的在险价值方法，并以此对上海股票指数作了实证研究。

VaR method based on event risk is investigated in this paper, and empirical study on the index of Shanghai security market is made.

youdao

本文讨论了考虑事件风险的资产的在险价值方法，并以此对上海股票指数作了实证研究。

VaR method based on event risk is investigated in this paper, and empirical study on the index of Shanghai security market is made.

youdao