Our studies indicate that the model based on the generalized hyperbolic distributions can present more realistic Value-at-Risk estimates.

实证结果表明，基于广义双曲线分布的方法得到了较好的预测结果。

youdao

In the traditional financial risk measurement model, the basic method is based on normal distribution, and then the variance-covariance method used to solve the portfolio value at risk.

在传统的金融风险度量模型中，基本都是基于正态分布，然后运用方差一协方差法来求解资产组合的风险价值。

youdao

On the basis of the classical mean-variance model, the article proposes the asset allocation model with value-at-risk constraint and transaction cost.

在经典均值-方差模型的基础上，提出了存在交易费用时基于风险价值约束的资产配置模型。

youdao

Morgan had moved to a new value-at-risk model, as well as whether the agency has launched an investigation into the decision to switch models.

WSJ: Lawmakers Probe Oversight of J.P. Morgan