Research on financial risk management based on VAR model

被引:0
|
作者
Li, Xingchen [1 ]
机构
[1] Economics and Management School, Wuhan University, Wuhan,Hubei, China
来源
关键词
D O I
暂无
中图分类号
学科分类号
摘要
引用
收藏
页码:1849 / 1852
相关论文
共 50 条
  • [21] Design Research on Financial Risk Control Model Based on CNN
    Lu, Zhuoran
    ADVANCED INTELLIGENT TECHNOLOGIES FOR INDUSTRY, 2022, 285 : 105 - 113
  • [22] GARCH and SV model based VaR modeling for energy risk management
    Li, Jun
    Zhang, Yun-Qi
    Xu, Qi-Fa
    PROCEEDINGS OF 2007 INTERNATIONAL CONFERENCE ON MACHINE LEARNING AND CYBERNETICS, VOLS 1-7, 2007, : 249 - +
  • [23] THE RISK MEASUREMENT OF CHINA'S CARBON FINANCIAL MARKET: BASED ON GARCH AND VAR MODEL
    Wang, L.
    Tang, L.
    Qiu, X. M.
    Zhang, X. X.
    Ma, R. H.
    APPLIED ECOLOGY AND ENVIRONMENTAL RESEARCH, 2019, 17 (04): : 9301 - 9315
  • [24] A Model for Assessment of Organizational Knowledge Based on Financial Risk Management
    Spies, Marcus
    PROCEEDINGS OF THE 5TH INTERNATIONAL CONFERENCE ON INTELLECTUAL CAPITAL AND KNOWLEDGE MANAGEMENT & ORGANISATIONAL LEARNING, 2008, : 471 - 478
  • [25] The risk management research on the real estate market of wuhan city of China based on the E-VaR model
    Huang, Hui
    Yu, Shihai
    International Journal of Digital Content Technology and its Applications, 2012, 6 (15) : 502 - 509
  • [26] Research and Practice of Financial Credit Risk Management Based on Federated Learning
    Li, Yan
    Wen, Guihua
    ENGINEERING LETTERS, 2023, 31 (01) : 19 - 19
  • [27] Research on risk management incentive strategy based on the green financial ecosystem
    Cui, ZhongPing
    Lu, Shuang
    Liu, JinRong
    PLOS ONE, 2024, 19 (04):
  • [28] A New Financial Risk Management Model
    Duan Yuezhong
    Xie Xiguo
    Jin Yongsheng
    Cheng Che
    2009 THIRD INTERNATIONAL SYMPOSIUM ON INTELLIGENT INFORMATION TECHNOLOGY APPLICATION, VOL 3, PROCEEDINGS, 2009, : 194 - +
  • [29] Model Risk in Financial Markets: From Financial Engineering to Risk Management
    Cummins, Mark
    McCullagh, Orla
    Murphy, Bernard
    QUANTITATIVE FINANCE, 2016, 16 (09) : 1333 - 1337
  • [30] The Empirical Study of VaR Method in China's Financial Risk Management
    Luo Dancheng
    Zhou Juan
    CALL OF PAPER PROCEEDINGS OF 2008 INTERNATIONAL CONFERENCE ON MANAGEMENT SCIENCE AND ENGINEERING, 2008, : 76 - +