统计研究 ›› 2000, Vol. 17 ›› Issue (12): 25-29.
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叶青
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YE Qing
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Abstract: This article introduces value at risks model(VAR) based on GARCH and semi-parameter approach, a new recently developed tool for measuring market risks. And we also made a case analysis on Chinese Stock Market Risk using this technique.
叶青. 基于GARCH和半参数法的VAR模型及其在中国股市风险中的应用[J]. 统计研究, 2000, 17(12): 25-29.
YE Qing. The VAR model based on GARCH and semi-parameter approach and its application in the risk analysis for Chinese stock market [J]. , 2000, 17(12): 25-29.
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https://tjyj.stats.gov.cn/CN/Y2000/V17/I12/25
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