The Financial Risk Prediction Based on the VaR Model Take the Stock Investment as an Example
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.
VaR investment risk stock investment
WANG Yan YANG Fangwen
School of Economics and Management,North China Electric Power University,Baoding,China,071003
国际会议
大连
英文
702-704
2013-06-29(万方平台首次上网日期,不代表论文的发表时间)