统计研究 ›› 2003, Vol. 20 ›› Issue (6): 52-5.

• 论文 • 上一篇    下一篇

如何选择度量金融风险的指标

崔嵬  张尧庭  朱世武  谢邦昌    

  1. 上海财经大学;清华大学;台湾辅仁大学统计资讯学系
  • 收稿日期:1900-01-01 修回日期:1900-01-01 出版日期:2003-06-15 发布日期:2003-06-15

  • Received:1900-01-01 Revised:1900-01-01 Online:2003-06-15 Published:2003-06-15

关键词: 金融风险, Var, 连接函数

Abstract: This paper discusses the problems in selecting indices to measure financial risks. Some suggestionsare put forward in risk measurement and some methods to compute VaR are compared.