VaR method based on event risk is investigated in this paper, and empirical study on the index of Shanghai security market is made.
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。
This paper USES an event study approach to examine market reaction to the divestiture announcement based on different motivations of asset sales.
本文运用聚类分析与事件研究法对我国上市公司不同资产出售动机的市场反应进行研究。
This paper summarized and analyzed based on an empirical study of the event analysis, from theory to practical, step by step from the problem to the countermeasure research.
本文以归纳和分析研究为基础,采用实证研究中的事件分析法,从理论到实际、从问题到对策逐步开展研究。
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