股市风险

VaR方法及其在股市风险分析中的应用初探

VaR Methodology and Its Application in Stock Market Risk Analysis

基于Copula理论的股市风险分析

The Analysis of the Stock Market Risk Based on Copula Theory

SV模型在我国股市风险度量中的应用

The Application of SV Model to Measuring Risks in Chinese Stock Market

实证研究表明，GARCH模型的VaR计算方法对我国股市风险的管理有较好的效果。

The results show the method of calculation VaR of GARCH model is effective in risk management of China 's stock market .

本文运用copula建立了预测沪深股市风险的二元模型，该模型包括参数估计和对不同copula参数族进行择优的准则与方法。

It consists of parameter estimation and the method to choose the optimal copula from many different parametric families .

基于贝叶斯原理，对随机波动性模型进行研究，并将随机波动率模型应用股市风险价值VaR的估计与预测。

Stochastic volatility ( SV ) models here are investigated based on bayesian method , and are applied to estimate and forcast the Value at Risk ( VaR ) of the Chinese stock market .

从资产组合的VaR小于单个金融产品的VaR的结果看，VaR技术在股市风险测量上符合现代投资组合理论的基本思想。

From the results that the VaR value in financial asset portfolio less than the individual financial product , it indicates that the VaR technique in measuring stock market 's risk accords with the basic idea of modern portfolio theory .

本文通过对一般股市风险进行理论概述，并对现有的风险度量方法进行优缺点分析，提出了在股指预测数据上建立列维分布VaR与价差率指标来度量我国股市总体风险的方法。

This article discussed risk for general stock market , and analyzed risk measurement methods which we have had , bring forwarded risk measurement method based on stock value forecast , which involve Levy VaR model and price diversity rate .

一种新的股市风险度量指标及其应用

A new index for stock market risk measurement and Its Applications

我国股市风险测算方法研究

On the Prediction Method of Stock Market Risk of China

中国股市风险分析与政策选择

An Analysis on the Risk of Chinese Stock Market and Political Choice

中国股市风险价格测度

A Measurement of Risk Prices on Stock Markets in China

一种关于上海股市风险与收益机制的实证研究

An Empirical Study of Risk and Return on Equity of Shanghai Stock Exchange

股市风险及其防范策略

Risks in Stock Market and Their Protection Strategy

个体投资者股市风险认知特征的研究

Research on risk perceptions of Chinese stock investors

风险估值在沪深股市风险测量中的应用研究

Application Study of Value-at-Risk Methodology for Measuring Risk in Shanghai and Shenzhen Stock Markets

极值理论在中国股市风险度量中的应用研究

A Study on Risk Measurement of Chinese Stock Market Based on Extreme Value Heory

在对冲股市风险上，它也有不错的记录。

It also has a track record of providing a hedge to equities markets .

基于资本资产定价模型的中国股市风险结构分析

Analysis on Risk Structure of China 's Stock Market Based on Capital Asset Pricing Model

关于用双向交易模式来降低股市风险的相关分析

The Correlation Analysis on Reducing the Stock Risk by the Means of the Pattern of Two-way Trade

本文研究了股指期货对股市风险的防范。

I discuss the function which Index Future downsizes risks of the stock market in the paper .

再者，遵循主流观点的长线投资者以一种十分奇怪的方式暴露在股市风险之下。

Further , a long-term investor following the consensus advice is exposed to stock-market risk in a very strange way .

由于我国股市风险较大、波动剧烈，迫切需要健全股市内在稳定机制。

Because of higher stock market risk , volatility , an urgent need to improve the inner market stabilizing mechanism .

股市风险是股市中某些不确定因素对投资预期所造成损失的可能性。

The paper holds that the stock market risk can be defined as the possibility of prospective failure in investment caused by some uncertain factors .

如何在国际化的大背景下寻找到适合中国国情的股市风险预警方法就显得日趋重要。

So it is very important to find a good stock market risk warning methods that fitted national condition of China On the background of global economic integration .

广大中小投资者投资空前狂热，然而由于投资者对股市风险无知，盲目的进入股市，损失惨重。

However , because the investor is ignorant to the stock market risk , blind enters the stock market , loses seriously , The general Investors invest unprecedentedly frantic .

但作为一位榜样投资者，林园拥护政府向普通大众传达的信息：长线投资优质股票，小心股市风险。

But as a model investor Mr Lin champions the messages the government wants the masses to heed : invest in quality stocks for the long term and beware market risks .

本文对我国股市风险度量方法的研究不仅适用于证券市场，并且对其它经济领域的风险度量也有借鉴意义。

The study about risk measure of Chinese stock market is not only adequate for securities market , but also have use for reference sense versus risk measure of other economic sphere .

在当前经济不景气、股市风险过大的情况下，大力发展可转换债券是筹资者和投资者的共同愿望。

At present , under the condition of bleak economy and high risk of stocking market , it is a common desire for fund raisers and investors to devote major efforts to exchangeable bond .

他表示，中国大多数货币市场投资者不会愿意承担股市风险，但也有些投资者在反弹行情的预期下重返股市。

Most money market investors in China would not be interested in taking equity market risk , he said , although some investors have gone back into the market in anticipation of a rally .