Full-Text Search:
Home|Journal Papers|About CNKI|User Service|FAQ|Contact Us|中文
《Journal of Henan Institute of Engineering(Social Science Edition)》 2010-02
Add to Favorite Get Latest Update

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
Download(CAJ format) Download(PDF format)
CAJViewer7.0 supports all the CNKI file formats; AdobeReader only supports the PDF format.
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
2 ZHU Mei~1,WANG Hai-yan~2 (1.Dep. of Appl. Math. & Phy., Anhui University of Technology and Science, Wuhu 241000, China; 2.Ins. of Sys. Engn., Southeast University, Nanjing, 210096, China);Nonlinear deterministic prediction in stock market of China[J];Journal of Anhui University of Technology and Science;2004-02
3 YANG Cheng- yi ,WANG Da- peng , LIU Cheng (UniversityofScience and TechnologyBeijing, Beijing100083,China);Empirical Study on the Fractal Structure of China Stock Market Based on R/S Analysis[J];Journal of University of Science and Technology Beijing(Social Sciences Edition);2009-01
4 DAI Zhi-min, GAN Han-yu (Economics Institute of Zhejiang University, Hangzhou 310027, China);Research on Fractural Phenomenon of Security Market[J];Commercial Research;2003-17
5 LU Fang-yuan (The School of Economics and Management , Southwest Jiaotong University, Chengdu 610031, China);Chaos Analysis on Economic Forecast[J];Commercial Research;2005-01
6 XU Qi-fa, JIANG Cui-xia (1. Dept. of Statistics, China Coal Economic College, Yantai 264005, China; 2.Dept. of Maths., China Coal Economic College, Yantai 264005, China);Drobing into the Chaos in China's Stock Market[J];Journal of China Coal Economic College;2002-01
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
©2006 Tsinghua Tongfang Knowledge Network Technology Co., Ltd.(Beijing)(TTKN) All rights reserved