协同市场假说
协同市场假说-
根据市场的实际表现，借鉴协同市场假说的某些方法，建立一种可以实施计算的非线性统计方法&分类市场模型来计算上证综指的VAR。
According to the actual performance of the market and referring to some methods in Coherent Market Hypothesis , this paper establishes a computable nonlinear statistical method , Classified Market Model , to calculate the VaR of Shanghai Composite Index .