Matches in SemOpenAlex for { <https://semopenalex.org/work/W2369912839> ?p ?o ?g. }
Showing items 1 to 71 of
71
with 100 items per page.
- W2369912839 abstract "CVaR is a conditional expectation of losses above VaR.CVaR has the attractive property,which tells us something about what happens in tail events—telling us the loss we should expect when such events occur. That is verified in this paper,where GARCH-CVaR model is used to estimate the CVaR and other risk features of the stock market in our country are analyzed.It is also shown that the return series of our stock market has significant variance clustering as other develped markets.While events occurs,its effect will be persistent for long." @default.
- W2369912839 created "2016-06-24" @default.
- W2369912839 creator A5001610708 @default.
- W2369912839 date "2005-01-01" @default.
- W2369912839 modified "2023-09-27" @default.
- W2369912839 title "Risk Analysis of China's Stock Market Based on GARCH-CVaR Model" @default.
- W2369912839 hasPublicationYear "2005" @default.
- W2369912839 type Work @default.
- W2369912839 sameAs 2369912839 @default.
- W2369912839 citedByCount "0" @default.
- W2369912839 crossrefType "journal-article" @default.
- W2369912839 hasAuthorship W2369912839A5001610708 @default.
- W2369912839 hasConcept C106159729 @default.
- W2369912839 hasConcept C127413603 @default.
- W2369912839 hasConcept C149782125 @default.
- W2369912839 hasConcept C151730666 @default.
- W2369912839 hasConcept C162324750 @default.
- W2369912839 hasConcept C204036174 @default.
- W2369912839 hasConcept C21430997 @default.
- W2369912839 hasConcept C23922673 @default.
- W2369912839 hasConcept C2779922397 @default.
- W2369912839 hasConcept C2780299701 @default.
- W2369912839 hasConcept C2780762169 @default.
- W2369912839 hasConcept C2780821815 @default.
- W2369912839 hasConcept C5496284 @default.
- W2369912839 hasConcept C78519656 @default.
- W2369912839 hasConcept C86803240 @default.
- W2369912839 hasConcept C91602232 @default.
- W2369912839 hasConceptScore W2369912839C106159729 @default.
- W2369912839 hasConceptScore W2369912839C127413603 @default.
- W2369912839 hasConceptScore W2369912839C149782125 @default.
- W2369912839 hasConceptScore W2369912839C151730666 @default.
- W2369912839 hasConceptScore W2369912839C162324750 @default.
- W2369912839 hasConceptScore W2369912839C204036174 @default.
- W2369912839 hasConceptScore W2369912839C21430997 @default.
- W2369912839 hasConceptScore W2369912839C23922673 @default.
- W2369912839 hasConceptScore W2369912839C2779922397 @default.
- W2369912839 hasConceptScore W2369912839C2780299701 @default.
- W2369912839 hasConceptScore W2369912839C2780762169 @default.
- W2369912839 hasConceptScore W2369912839C2780821815 @default.
- W2369912839 hasConceptScore W2369912839C5496284 @default.
- W2369912839 hasConceptScore W2369912839C78519656 @default.
- W2369912839 hasConceptScore W2369912839C86803240 @default.
- W2369912839 hasConceptScore W2369912839C91602232 @default.
- W2369912839 hasLocation W23699128391 @default.
- W2369912839 hasOpenAccess W2369912839 @default.
- W2369912839 hasPrimaryLocation W23699128391 @default.
- W2369912839 hasRelatedWork W123120457 @default.
- W2369912839 hasRelatedWork W1567087595 @default.
- W2369912839 hasRelatedWork W1575345035 @default.
- W2369912839 hasRelatedWork W1998968611 @default.
- W2369912839 hasRelatedWork W2009519573 @default.
- W2369912839 hasRelatedWork W2014974592 @default.
- W2369912839 hasRelatedWork W2069746716 @default.
- W2369912839 hasRelatedWork W2085286200 @default.
- W2369912839 hasRelatedWork W2137229912 @default.
- W2369912839 hasRelatedWork W2274812152 @default.
- W2369912839 hasRelatedWork W2344146575 @default.
- W2369912839 hasRelatedWork W2600905509 @default.
- W2369912839 hasRelatedWork W2801422750 @default.
- W2369912839 hasRelatedWork W2968098177 @default.
- W2369912839 hasRelatedWork W2969797244 @default.
- W2369912839 hasRelatedWork W2999423442 @default.
- W2369912839 hasRelatedWork W3123389570 @default.
- W2369912839 hasRelatedWork W3124456267 @default.
- W2369912839 hasRelatedWork W3145506967 @default.
- W2369912839 hasRelatedWork W3167047972 @default.
- W2369912839 isParatext "false" @default.
- W2369912839 isRetracted "false" @default.
- W2369912839 magId "2369912839" @default.
- W2369912839 workType "article" @default.