基于VaR与CVaR的股票风险实证分析.pdfVIP

Finance 金融, 2017, 7(5), 257-264 Published Online November 2017 in Hans. /journal/fin /10.12677/fin.2017.75026 Empirical Analysis of Stock Risk Based on VaR and CVaR Zihe Li, Jinping Zhang, Lanlan Feng North China Electric Power University, Beijing nd nd th Received: Oct. 22 , 2017; accepted: Nov. 2 , 2017; published: Nov. 9 , 2017 Abstract VaR and CVaR are used to measure risk of financial products. In this paper, based on the historical data of recent two years (Oct. 2014~S