江汉大学学报（自然科学版）Issue(3)：31-36,6.
我国家具制造业上市公司外汇风险管理研究--基于GARCH模型与VaR方法
Estimation of Foreign Exchange Risk on Listed Companies of Chinese Furniture Manufacturing:Based on GARCH Model and VaR Method
王天伦1
作者信息
- 1. 武汉大学 经济与管理学院，湖北 武汉 430072
- 折叠
摘要
Abstract
To know the potential foreign exchange risk of furniture manufacturing in China,chooses seven representative listed companies and analyses the data of them from 2012 to 2013 with GARCH model and VaR method. Results show that three of them have low risk window,however the other four companies have experienced obvious risk,and they are strongly recommended to use proper management tools for risk control.关键词
家具制造业/外汇风险/GARCH模型/VaR方法Key words
furniture manufacturing/foreign exchange risk/GARCH model/VaR method分类
管理科学引用本文复制引用
王天伦..我国家具制造业上市公司外汇风险管理研究--基于GARCH模型与VaR方法[J].江汉大学学报（自然科学版）,2014,(3):31-36,6.
