1.
The VaR Estimating on Time-varying Copula;
基于时变Copula的VaR估计
2.
Estimating Value at Risk with the Generalized Kalman Filter
基于Generalized Kalman Filter的VaR估计
3.
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
4.
Estimating conditional VaR based on Copula method;
基于Copula方法的条件VaR估计
5.
VaR and CVaR Estimator Based on Extreme Value Theory
基于极值理论的VaR与CVaR估计
6.
Estimation of VaR Based on Kalman Filter and Generalized Kalman Filter
基于Kalman滤波和广义Kalman滤波的VaR估计
7.
Estimation and Applications of VaR Based on Dynamic Copula
基于动态Copula函数的VaR估计及其应用
8.
Bahadur Representation and Asymptotic Normality of the Estimator under p-Mixing Sample;
p-混合样本下VaR估计的Bahadur表示及其渐进正态性
9.
The Comparison Study for VaR Estimating Model in Chinese Stock Market If Long Memory Exists;
长记忆条件下中国股市VaR估计模型的比较研究
10.
ARMA-GARCH Model Estimator on VaR、CVaR and Kernel Type of Integral Estimator
VaR、CVaR的ARMA-GARCH模型估计和积分核型估计
11.
Estimation and Calculation of VaR and CVaR;
VaR和CVaR风险值的估计和计算
12.
Extreme Value Model and VaR Estimation of Shanghai Stock Index;
上证股指极值模型估计和VaR计算
13.
Calculating Value at Risk by Using Bayes Estimation;
基于Bayes估计的金融风险值——VaR计算
14.
Value-at-Risk based on Hill Estimator--An Example of Subprime Lending Crisis
基于Hill估计的VaR计算——以次贷危机为例
15.
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
16.
Conditional Estimation with the Missing Values of Wind Velocity Based on VAR Model;
基于VAR模型对风速缺失值的条件估计
17.
The Estimates of Lower and Upper Bounds of the Value-at-Risk for Functions of Dependent Risks;
相关风险函数VaR的上下界的估计
18.
Optimal Estimation of Value-at-Risk and Conditional Value-at-Risk;
金融资产的VaR和CVaR风险的优良估计