“EVT”簡單造句，EVT造句子

VaR Based on EVT and Its Empirical Research on Shanghai-Shenzhen 300 Index

The Method to Set Margin Levels of Index Futures and Its Empirical Study--The Application of EVT;

Returns Distribution in Financial Markets and EVT Risk Measures;

The Application of Financial Market Risk Measurement Based on EVT and Copula;

A Copula-EVT Model Based Portfolio s VaR Measurement Study;

The Application of Financial Market Risk Measurement and Modern Portfolio Theory Based an Copula and EVT;

A Value-at-Rish Model Based on Conpula-EVT;

This paper, based on the Extreme Value Theory (EVT), studies the way to measure and manage Banks' operational risk.

The VaR Measurement based on the Delta-EVT for the Commercial Banks’s Excess Losses of Credit Risk

In view that the existing VaR models mostly suffer from over- or under-estimation of the VaR with high significance level (≥0.99), we propose that the Extreme Value Theory (EVT) based VaR can be used as a complementary tool kit for risk management of the Chinese stock market.

Measuring Portfolio ES Risk Measure by a Copula-EVT Based Approach;

Application of GARCH-EVT Model in Dynamic VaR;