摘要
介绍VaR模型理论 ,计算上证综合指数在不同置信水平下的VaR值 ,并与实际损益作了对比。在分析所得数据的基础上 。
This paper introduces VaR model and calculates the values of general stock index of Shanghai stock exchange at different confidence intervals,then compares them with actual lose On the basis of analyzing the data, it concludes the necessity of using model in our stock market
出处
《重庆大学学报（社会科学版）》
2002年第2期34-36,共3页
Journal of Chongqing University(Social Science Edition)
