Matches in SemOpenAlex for { <https://semopenalex.org/work/W2392215199> ?p ?o ?g. }
Showing items 1 to 67 of
67
with 100 items per page.
- W2392215199 abstract "In order to capture the character of return series in extreme condition and improve VaR(value at risk) precision,a model of extreme value VaR is established.Aolopting high frequency data,the result precision of confidence interval of extreme value VaR and the validity of model are mainly studied under different confidence levels and blocks.The empirical results show that comparing our model with parametric method and non-parametric method in estimation of the confidence interval of VaR,our model can not only captare the risk character of Chinese stock markets,but also achieve better estimation accuracy and describe the estimation risk of the VaR more accurately." @default.
- W2392215199 created "2016-06-24" @default.
- W2392215199 creator A5031778479 @default.
- W2392215199 date "2010-01-01" @default.
- W2392215199 modified "2023-09-22" @default.
- W2392215199 title "Interval Model Estimation of VaR of High Frequency Extreme Value" @default.
- W2392215199 hasPublicationYear "2010" @default.
- W2392215199 type Work @default.
- W2392215199 sameAs 2392215199 @default.
- W2392215199 citedByCount "0" @default.
- W2392215199 crossrefType "journal-article" @default.
- W2392215199 hasAuthorship W2392215199A5031778479 @default.
- W2392215199 hasConcept C105795698 @default.
- W2392215199 hasConcept C117251300 @default.
- W2392215199 hasConcept C133029050 @default.
- W2392215199 hasConcept C147581598 @default.
- W2392215199 hasConcept C149782125 @default.
- W2392215199 hasConcept C162324750 @default.
- W2392215199 hasConcept C187736073 @default.
- W2392215199 hasConcept C205167067 @default.
- W2392215199 hasConcept C2776291640 @default.
- W2392215199 hasConcept C32896092 @default.
- W2392215199 hasConcept C33923547 @default.
- W2392215199 hasConcept C44249647 @default.
- W2392215199 hasConcept C94128290 @default.
- W2392215199 hasConcept C96250715 @default.
- W2392215199 hasConceptScore W2392215199C105795698 @default.
- W2392215199 hasConceptScore W2392215199C117251300 @default.
- W2392215199 hasConceptScore W2392215199C133029050 @default.
- W2392215199 hasConceptScore W2392215199C147581598 @default.
- W2392215199 hasConceptScore W2392215199C149782125 @default.
- W2392215199 hasConceptScore W2392215199C162324750 @default.
- W2392215199 hasConceptScore W2392215199C187736073 @default.
- W2392215199 hasConceptScore W2392215199C205167067 @default.
- W2392215199 hasConceptScore W2392215199C2776291640 @default.
- W2392215199 hasConceptScore W2392215199C32896092 @default.
- W2392215199 hasConceptScore W2392215199C33923547 @default.
- W2392215199 hasConceptScore W2392215199C44249647 @default.
- W2392215199 hasConceptScore W2392215199C94128290 @default.
- W2392215199 hasConceptScore W2392215199C96250715 @default.
- W2392215199 hasLocation W23922151991 @default.
- W2392215199 hasOpenAccess W2392215199 @default.
- W2392215199 hasPrimaryLocation W23922151991 @default.
- W2392215199 hasRelatedWork W1590833474 @default.
- W2392215199 hasRelatedWork W1669227204 @default.
- W2392215199 hasRelatedWork W1730981672 @default.
- W2392215199 hasRelatedWork W1970241407 @default.
- W2392215199 hasRelatedWork W2003777665 @default.
- W2392215199 hasRelatedWork W2026632944 @default.
- W2392215199 hasRelatedWork W2028894071 @default.
- W2392215199 hasRelatedWork W2054424473 @default.
- W2392215199 hasRelatedWork W2079797383 @default.
- W2392215199 hasRelatedWork W2093220496 @default.
- W2392215199 hasRelatedWork W2279992673 @default.
- W2392215199 hasRelatedWork W2360231158 @default.
- W2392215199 hasRelatedWork W2381189194 @default.
- W2392215199 hasRelatedWork W2393238065 @default.
- W2392215199 hasRelatedWork W2482336110 @default.
- W2392215199 hasRelatedWork W2528417286 @default.
- W2392215199 hasRelatedWork W2560401085 @default.
- W2392215199 hasRelatedWork W2789937567 @default.
- W2392215199 hasRelatedWork W795190477 @default.
- W2392215199 hasRelatedWork W910566188 @default.
- W2392215199 isParatext "false" @default.
- W2392215199 isRetracted "false" @default.
- W2392215199 magId "2392215199" @default.
- W2392215199 workType "article" @default.