An Agent - based Stock Market Simulation(SMS) Model 基于Agent的连续竞价股票市场仿真研究
Analysis of Virtual Stock Market Based on Multi-agent Simulation 基于多Agent仿真技术的虚拟股票市场分析
China's Stock Market Risk Assessment Model and Simulation Study 中国股票市场风险度评测模型与仿真研究
The Test of Long Memory of China's Stock Market Based on Moving-Block Bootstrap Simulation 中国股市长记忆检验的滑动分块自助法仿真
Through the backing test of Shanghai and Shenzhen stock market under the three model of analytical method, historical simulation method and stable distribution, the result shows the VaR model can measure the risk of stock market in China. 通过对上海和深圳股票市场在分析法、历史模拟法和稳定分布三种模型下的VaR的返回检验,结果表明稳定分布下VaR模型能够较好的度量中国股票市场风险。