1.
Measuring Risk of Financial Markets: Based on Extreme Spectral Risk Measures
基于极值谱风险测度的金融市场风险度量
2.
Setting up of Dynamic Margin of Futures Based on Spectral Risk Measurement of Extreme Value
基于极值谱风险测度的动态保证金水平设定
3.
Research on Futures Hedging Model Based on Geometric Spectral Measure of Risk;
基于几何谱风险测度的期货套期保值模型研究
4.
EVT risk measures and its backtesting in stock markets;
股票市场的极值风险测度及后验分析研究
5.
Extreme Quantile Estimation for Heavy-tailed Distribution and A Study of Extremal Risk Measurement;
厚尾分布的极值分位数估计与极值风险测度研究
6.
Empirical Study of CNY Exchange Rate Risk:Using VaR Based on Extreme Value Theory
人民币汇率风险测度的实证研究——基于极值理论的VaR
7.
Applications of Extreme Value Theory to Measurement and Modeling of Risk;
极值理论在风险度量与建模中的应用
8.
Calculate the Financial Risk According to Extreme Value Theory;
基于极端值理论（EVT）的金融风险度量
9.
Fat-tails Measurement and Risk Estimation of Composite Index of Shanghai Stock Exchange on Extreme Value Theory
基于极值理论的沪综指尾部风险度量
10.
Estimation on the VaR Based on ARCH Models;
ARCH类模型在风险价值测度中的应用
11.
Measuring Method of Interest Risk and Hedging Strategy of Bonds;
债券的利率风险测度及套期保值策略
12.
Application of extremal distribution to natural risk prediction of construction project
极值分布在建设项目自然风险预测中的应用
13.
The Application of Extreme Value Theory to Risk Measurement Based on SSE-180 Index
极值理论在风险度量中的应用——基于上证180指数
14.
The Application of Multivariate Extreme Value Theory in Operational Risk Quantification;
多变量极值理论在银行操作风险度量中的运用
15.
The Application of Timevarying Copula and Extreme Value Copula in the Security Market Risk Measurement
证券市场风险度量—时变Copula和极值Copula的应用研究
16.
A Study on Risk Measurement of Chinese Stock Market Based on Extreme Value Heory
极值理论在中国股市风险度量中的应用研究
17.
Economic Capital,Risk Measure and the Value Management of Insurance Companies
经济资本、风险测度与保险公司的价值管理
18.
Expected shortfall (ES) is a new method for measuring market risk.
期望损失值是一种评估市场风险的新测度.