EVT造句

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

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

Returns Distribution in Financial Markets and EVT Risk Measures;

Application of GARCH-EVT Model in Dynamic VaR;

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

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

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

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

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

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

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

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.