The Financial Risk Prediction Based on the VaR Model Take the Stock Investment as an Example

摘要：

　　This paper first introduces the meaning of VaR,and then using the different VaR models predict the investment risk of a stock.Finally,we made a measurement test,and the result shows that the VaR model has better application values on the risk prediction of stock investment.

关键词： VaR investment risk stock investment

作者: WANG Yan YANG Fangwen

作者单位: School of Economics and Management,North China Electric Power University,Baoding,China,071003

会议类型: 国际会议

会议名称: the 5th (2013)International Conference on Financial Risk and Corporate Finance Management(第五届(2013)金融风险与公司金融国际研讨会)

会议地点: 大连

会议语种:英文

页码: 702-704

在线出版日期: 2013-06-29（万方平台首次上网日期，不代表论文的发表时间）