| 以VaR为核心的虚拟经济风险预警系统研究 |
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| 引用本文： | 罗正清,温博慧.以VaR为核心的虚拟经济风险预警系统研究[J].西安电子科技大学学报(社会科学版),2008,18(6):44-49. |
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| 作者姓名： | 罗正清 温博慧 |
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| 作者单位： | 1. 天津大学,天津,300072
2. 天津财经大学,天津,300222 |
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| 摘 要： | 虚拟经济的高速发展使得原有风险进一步扩大，由虚拟经济风险性所带来的损失已越来越不容忽视。本文以VaR方法为核心，运用当代关于VaR测算的最新前沿方法，并综合推出新的模型，探讨建立虚拟经济风险预警系统。
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| 关 键 词： | 虚拟经济 风险预警 VaR GARCH |
Risk Pre-warning system with VaR as the Core for Fictitious Economy |
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| LUO ZHENGQING,WEN BOHUI.Risk Pre-warning system with VaR as the Core for Fictitious Economy[J].Journal of Xidian University (Social Sciences Edition),2008,18(6):44-49. |
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| Authors: | LUO ZHENGQING WEN BOHUI |
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| Institution: | LUO ZHENGQING, WEN BOHUI (1.Tianjin University, Tianjin, 300072, China; 2.Tianjin University of Finance ＆ Economics, Tianjin, 300222, China) |
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| Abstract: | Risk in economy system has been expanded with the rapid development of fictitious economy. Therefore, the loss caused by the risk in fictitious economy cannot be ignored any more. This paper proposes an improved model based on currently most advanced VaR method to explore the establishment of risk pre-warning system for fictitious economy. |
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| Keywords: | VaR GARCH |
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