1) risk overflow period
风险溢出发生期
1.
As two financial stock markets are considered as effective financial markets,it is possible to test the lagged correlation coefficients by using Wishart Test to measure the risk overflow period and the risk overflow strength.
在假定两个金融市场均为有效市场的条件下,基于Wishart分布对不同滞后相关系数进行Wishart检验,来确定在这两个金融市场之间的风险溢出发生期和风险溢出强度。
2) risk spillover
风险溢出
1.
This paper adopts GARCH model with GED distribution to estimate the conditional VaR in both upside and downside directions at the confidence level of 90% and 95%,and then utilizes the Granger causality in risk to uncover the extreme risk spillover effect between WTI and Daqing oil markets,the daily data of oil price in two markets ranging from May 2000 to May 2005.
本文采用美国西得克萨斯(WTI)和我国大庆2000年5月至2005年5月的原油价格的日度数据,运用GED分布的GARCH模型估计了两个市场95%和90%置信水平下的上涨和下跌的VaR,并利用风险-Granger因果检验方法分析了两个石油市场的极端风险溢出效应。
3) risk overflow strength
风险溢出强度
1.
As two financial stock markets are considered as effective financial markets,it is possible to test the lagged correlation coefficients by using Wishart Test to measure the risk overflow period and the risk overflow strength.
在假定两个金融市场均为有效市场的条件下,基于Wishart分布对不同滞后相关系数进行Wishart检验,来确定在这两个金融市场之间的风险溢出发生期和风险溢出强度。
4) Futures Risk Premiums
期货风险溢价
5) Term Premium
期限风险溢价
1.
An Empirical Test of Interest Rate Term Structure and Research of Term Premium;
利率期限结构理论实证检验与期限风险溢价研究
6) Occurrence risk
发生风险
补充资料：历期预测法(见发生期预测)
历期预测法(见发生期预测)
历期预测法见发生期预测。
说明：补充资料仅用于学习参考，请勿用于其它任何用途。
参考词条