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Updated: Jun 25, 2025

Measuring the Subjective Value of Risky and Ambiguous Options using Experimental Economics and Functional MRI Methods
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高频增强的VaR:对于各种投资组合和市场状况而言,一个强大的单变量实现波动性模型

Wei Kuang1

  • 1School of Sport Business, Guangzhou Sport University, Guangzhou, Guangdong, China.

PloS one
|May 22, 2024
PubMed
概括

本研究引入了一种使用高频数据的新单变量模型,用于改进风险价值 (VaR) 预测. 该模型提高了多样化的投资组合的准确性,超过了金融风险管理中的传统方法.

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