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.

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.

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.

Authors proposes the method about describing risk of information system security with probability,define risk intensity,and discussed the mathematical method for computing total probability of risk and individual probability of risk in network information system.

Three-Factor Model With Time-Varying and Risk Premium in Chinese Stock Market;

An Empirical Study on the Systematic Risk Premium and Illiquidity RiskPremium of the Shanghai Stock Market Based on the Time Series;

This text comprehensively analyses the feasibility of capital assets pricing model (CAPM) in the appraisal field, and positively analyses the calculating form of coefficient in model, such as risk -free rate of returns, risk premium, enterprise risk measure β coefficient, etc.

Research on dike breach risk of the hanging reach under different flood conditions in the Lower Yellow River;