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《Journal of Henan Institute of Engineering(Social Science Edition)》 2010-02
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An Empirical Study of Financial Market Risk Measures

REN Li,QI Li(Business School,Lanzhou Institute of Finance,Lanzhou 730020,China)  
Financial risk measurement theory and methods are different from observation and understanding of financial markets.They are different from different market hypothesis.Now,market hypothesis can generally be divided into two schools: the efficient market and the fractal market.The empirical study was carried out by using risk value method and rescaled range analysis.The result is that the efficient market and the fractal market are dispensable.
【CateGory Index】: F224;F830.9
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【Co-citations】
Chinese Journal Full-text Database 10 Hits
1 SUN Hong-yi~1,ZHU Mei~2 (1.Dept. of Appl. Math & phy., Anhui University of Technoligy and Science, Wuhu 241000, China; 2.Department of Mathematics, Southeast University, Nanjing 210096, China);Chaotic time series prediction and its applications in stock market[J];Journal of Anhui University of Technology and Science;2003-04
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7 LI Fangwen (Southwestern University of Finance and Economy, Chengdu 610074, China);Chaos Detecting of the Dynamic Systems on A Financial Time Series[J];Journal of Chengdu University (Natural Science);2004-01
8 WANG Zhong-jun,GAO Jian.(School of Science,Wuhan University of Technology,Wuhan 430063,China);Determinating the Embedding Dimension and Delay Time in Phase Space Reconstruction in Stock Market[J];Journal of Chongqing Institute of Technology(Natural Science);2009-06
9 LI Hongquan,MA Chaoqun(College of Business Administration, Hunan university,Changsha 410082, China);An Empirical Study of longterm Memory of Return and Volatility in Chinese Stock Market[J];The Study of Finance and Economics;2005-08
10 Jiang Shuxia Ma Li ( College of Finance, Xiamen University, Xiamen 361005 );The Disturbance and Optimization of the Finance Supervision over Market Order[J];The Theory and Practice of Finance and Economics;2003-04
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