Study of stock index risk measures

MaRDI QIDQ3403496zbMATHFDO

Authors Shuhong He, J. Wu, Fene Tao

Publication date 12 February 2010

zbMATH Keywords

POT modelVaR modelES modelstock index contract

Mathematics Subject Classification ID

Interest rates, asset pricing, etc. (stochastic models) (91G30)

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(4)

• Stock performance evaluation incorporating high moments and disaster risk: evidence from Japan
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• Empirical analysis on risk of security investment
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