统计研究
統計研究
통계연구
Statistical Research
2003年
2期
48-50
,共3页
VaR%PaV%Copulas%风险度量
VaR%PaV%Copulas%風險度量
VaR%PaV%Copulas%풍험도량
The paper proposes a new tool to measure the risk in financial market: PaV, which means the happening probability with the given loss magnitude, and utilizes Copula function to obtain its computing algorithm. Two cases are illustrated for the promising applications of PaV.
