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.
或者按照VAR方法计算在险价值的话,我国进出口企业的信用风险问题比上述估计还要严重得多。
Or commutated the dangerous value deferring the VAR method, the credit risk question of the import and export enterprise in our country also must be much more serious than the above estimate.
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