The Application of GARCH Model in Computing the VaR of Chinese Stock Market

Jian jun ZOU ; Zong yi ZHANG;Zheng QIN

Systems Engineering - Theory & Practice ›› 2003, Vol. 23 ›› Issue (5) : 20-25.

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Systems Engineering - Theory & Practice ›› 2003, Vol. 23 ›› Issue (5) : 20-25. DOI: 10.12011/1000-6788(2003)5-20
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The Application of GARCH Model in Computing the VaR of Chinese Stock Market

  • Jian jun ZOU (1), Zong yi ZHANG(2), Zheng QIN (3)
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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2003, 23(5): 20-25 https://doi.org/10.12011/1000-6788(2003)5-20

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