统计研究 ›› 2004, Vol. 21 ›› Issue (1): 49-6.

• 论文 • 上一篇    下一篇

基于Bootstrap方法的风险度量模型及其实证分析-关于机构投资者风险度量方法的探讨

杜本峰   

  1. 中国人民大学
  • 收稿日期:1900-01-01 修回日期:1900-01-01 出版日期:2004-01-15 发布日期:2004-01-15

  • Received:1900-01-01 Revised:1900-01-01 Online:2004-01-15 Published:2004-01-15

Abstract: In recent years, institutional investors makes an investment become the focus discussed in development rapidly in our country. They realize important meaning of risk management day by day already, and nearly become first important task. In analysis institutional investor risk measure at the foundation of the caracteristic, through leading Bootstrap and GARCH, this article probe into risk its measure model andcarry on real example analysis.