• 条件var - 引用次数：4

  The method of VaR studied in this paper is also called conditional VaR, which bases on condition revenue ratio subjected to level of the stock price.

  本文研究的VaR亦称为条件VaR,是基于股票价格水平下的条件收益率的VaR。

  参考来源 - 基于条件收益率的VaR研究

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