极值理论(evt)正是这样一种方法,它能有效地预测和防范金融极端风险。
Extreme value theory (EVT) is one of the best choices, which can effectively forecast and guard against the financial risk.
该方法从极值的理论求解出发,求得关于形状参数的关系式,然后进行迭代得到结果。
The new method gets the formula of shape parameter, from the extreme theory, then gets the result from trial.
论文研究了如何将极值理论与VAR计算方法相结合进行应用以提高计量精度,并对其作了实证分析。
The paper studied how to apply the theory of extreme value to the VAR method to rise the degree of estimating precise, and made empirical analysis.
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