Theoretical Economics Letters

Vol.8 No.6(2018), Paper ID 83917, 9 pages

DOI:10.4236/tel.2018.86078

 

Measuring and Comparing the Value-at-Risk Using GARCH and CARR Models for CSI 300 Index

 

Chunchou Wu

 

Department of Business Management, Xiamen Huaxia University, Xiamen, China

 

Copyright © 2018 Chunchou Wu et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

 

How to Cite this Article

Wu, C. (2018) Measuring and Comparing the Value-at-Risk Using GARCH and CARR Models for CSI 300 Index. Theoretical Economics Letters, 8, 1179-1187. doi: 10.4236/tel.2018.86078.
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