Engineering
3 years ago

New risk analysis models revolutionize financial management in China.

BCP Business & Management
A Quantitative Analysis of Value-at-Risk based on Two-factor Pricing Model and GARCH Model
Qingqing Yu

Paper Summary

Value-at-risk is a tool used to measure and manage financial risks. In China, as the financial system evolves, new uncertainties arise. To analyze and manage these risks, a study used a Two-factor pricing model and GARCH model. The study found that these models can help quantify financial value-at-risk effectively.

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