The empirical study on index of Shanghai security market shows it's reasonable and necessary to incorporate event risk to VaR models.
通过对上海指数的实证研究表明，资产的事件风险是不可忽略的，考虑事件风险的在险价值更加合理。
The empirical study on index of Shanghai security market shows it's reasonable and necessary to incorporate event risk to VaR models.
通过对上海指数的实证研究表明，资产的事件风险是不可忽略的，考虑事件风险的在险价值更加合理。
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