结果:找到“RiskMetrics”相关内容24个,排序为按回复时间降序,搜索更多相关帖子请点击“高级”
Barra模型专题文献,Barra Model
2 个回复 - 665 次查看
Barra模型专题文献,Barra Model
United States Equity E3. pdf
Value Stocks and the Macro Cycle. pdf
Using Statistical Models to_Capture Missing Fundamental_Factor Risk. pdf
Tracking the Earning ...
2023-5-13 08:42 - Lala-20200 - 现金交易版
VaR度量的RiskMetrics方法
7 个回复 - 13490 次查看
摘要
A new methodology to evaluate market risks is introduced. It is designed to be more accurate than the existing
methodologies, and to be able to reach long risk horizons, up to one year. Consist ...
2014-9-17 21:09 - haotianhaotian - 风险管理
Introduction to RiskMetrics
4 个回复 - 1806 次查看
【作者(必填)】
Introduction to
RiskMetricsJ Longerstaey, L More - Morgan Guaranty Trust Company, 1998
【文题(必填)】
【年份(必填)】
【全文链接或数据库名称(选填)】
2012-9-24 15:35 - 金融坦然 - 求助成功区
RiskMetrics 2006
0 个回复 - 1863 次查看
最近读
RiskMetrics 2006 ,实在是困难啊~~~
有没有大神可以帮帮忙
大概说一些 这是个什么模型。
我理解的是 研究long term 的 volatility,但是具体是怎么研究的 真心没看明白~~~
求大神帮帮忙啦
2013-4-13 02:52 - 溜溜果冻糖 - 金融学(理论版)
难题求助(RiskMetrics model)
2 个回复 - 3448 次查看
Are foreign exchange volatilities (standard deviations) constant over time?Assume
RiskMetrics' model with 0.97 and 0.03 weights on the previous month's variance and squared spot rate change, respectiv ...
2007-9-10 03:14 - flowermusic - 金融学(理论版)