基于Bootstrap方法的风险度量模型及其实证分析——关于机构投资者风险度量方法的探讨

In recent years,institutional investors makes an investment become the focus discussed in development rapidly in our country.They realize important meaning of risk management day by day already,and nearly become first important task.In analysis institutional investor risk measure at the foundation of the caracteristic,through leading Bootstrap and GARCH,this article probe into risk its measure model and carry on real example analysis.