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Value at Risk (VaR) has become the standard measure that financial analysts use to quantify market risk. VaR is defined as the maximum potential change in value of financial instruments with a given probability over a certain horizon. In this paper, we firstly combine GARCH-GJR model with extreme value theory to describe the statistical features of returns series of Shanghai Interbank Offered Rate...
R&D is an economical activity plenty of decision problems involving risk and uncertainty, and how to select the optimal candidate project that can make optimal use of the limited available resources is a difficulty question. However, the commonly used methods usually ignore risk propensity of decision-makers and can't reflect the sensitivity of ranking results. In order to solve this problem,...
The simulation model of corporate waste recycling capacity and income was established by system dynamics approach and the results showed the recycling capacity and income were increased in long-term. On the condition of changing systemic parameters, the simulation results showed governmental subsidy has a littlie effect on recycling capacity and income, while market risk has a great effect on recycling...
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