1.
A New VaR Method: g-h VaR;
一种新型的VaR计算方法:g-h VaR法
2.
Method of VaR and measuring securities funds market risk with VaR;
VaR及对证券投资基金的VaR测算
3.
Empirical Analysis on GARCH-type Models and VaR;
GARCH模型与VaR的度量研究
4.
The VaR Estimating on Time-varying Copula;
基于时变Copula的VaR估计
5.
VaR Model Based on Fattailed GARCH;
基于fattailed-garch的VaR模型
6.
Estimating Value at Risk with the Generalized Kalman Filter
基于Generalized Kalman Filter的VaR估计
7.
Study on Accuracy of Measuring of Dynamic Extreme VaR and Granger Casuality of VaRs;
动态极值VaR测试的准确性及VaR因果关系研究
8.
The Comparison between Three Copula-VaR Approaches and Traditional VaR Methods;
三种Copula-VaR计算方法与传统VaR方法的比较
9.
VaR Models and Application of VaR Technique in Portfolio Risk Management;
VaR模型与VaR方法应用于证券市场风险管理的实证研究
10.
Bias-corrected Conditional Volatility and Its Application in Estimating VaR: The Example of Normal-VaR;
矫偏条件波动及其在VaR估计中的应用——以一般正态VaR估计为例
11.
Research on Commercial Bank Risk Management Based on VaR;
基于VaR的商业银行风险管理研究
12.
Applications of VaR and CVaR in the Portfolio Theory;
VaR和CVaR在证券投资组合决策中的应用
13.
Some Properties of Kernel Estimation of Value at Risk for ρ-mixing Financial Time Series;
ρ-混合金融时序VaR核估计的一些性质
14.
Research on Value at Risk in Measuring Financial Market Risk;
基于VaR模型的金融市场风险计量研究
15.
Estimation and Calculation of VaR and CVaR;
VaR和CVaR风险值的估计和计算
16.
VaR Algorithm Based on Copula Theory and Its Application;
基于连接函数（Copula）理论的VaR算法及应用
17.
The Research and Application of VaR and CVaR Based on Stable Distribution;
稳定分布下的VaR与CVaR研究及实证
18.
Dynamic Optimal Portfolio in a VaR Framework;
基于VaR控制下的动态优化投资组合