Finally, the measurement of Robust VaR is applied to the Hong Kong Hang Seng index and the empirical analysis is carried out, discussing the feasibility of it.

  • 最后本文还对香港恒生指数进行了实证分析,讨论了稳健VaR方法的可行性。

  • 互联网摘选 2025-01-20 13:39:37

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