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- W2373672458 abstract "Risk measure is the premise to assess futures market accurately.China's fuel oil futures market has been running for more than five years.It is great significance for science-based risk management and the comprehensive establishment of oil futures markets that we measure risk.According to the characteristics of China's fuel oil futures market,This Paper measured risk by t-distribution and the dynamic Bayes VaR method based on Conditional Heteroskedastic.The results showed that the risk has been smooth and decreasing slightly from the fuel oil futures market has been running.Furthermore,the dynamic methods reflected market risks even more objectively." @default.
- W2373672458 created "2016-06-24" @default.
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- W2373672458 date "2010-01-01" @default.
- W2373672458 modified "2023-09-25" @default.
- W2373672458 title "The Dynamic Measurement of the Risk on Chinese Oil Futures Market" @default.
- W2373672458 hasPublicationYear "2010" @default.
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