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作为当今风险衡量与控制应用最为广泛的模型VAR(ValueatRisk),国际上已经广泛应用,探讨这一模型对我国金融行业有着重要意义。从信息角度分析VAR,为风险控制提供一个新的思路。
As the most widely used VAR model in risk measurement and control today, it has been widely used in the world and exploring this model is of great significance to China’s financial industry. Analyzing VAR from the perspective of information provides a new idea for risk control.