【摘要】 风险价值 (VaR)是一种计算金融市场风险的综合方法。基于ARCH模型的方差—协方差法计算VaR的基本原则 ,选取人民币 /美元的每日汇率为研究对象 ,测度了人民币兑美元汇率的风险轨迹。更多还原

【Abstract】 Value-at-risk(VaR)has been applied widely in recent years as an integrated method to measure financial risks.Based on auto-regressive conditional heteroskdatic(ARCH)model,and the research of RMB/USD foreign exchange rate,the risk course of it is measured更多还原