条件在险价值CoVaR介绍。传统风险管理方 法VaR方法定义为金融机构i在1-q的置信水平下 面临的损失价值，即 Pr（Xi ≤ ）=q。如上文所 述，传统VaR方法虽然较好地衡量了一个机构极端 情况下面临的损失，但无法衡量风险的传染扩散程

Packet : dcc-garch-CoVaR-matlab.rar filelist
RunMyCode_SysRiskMeasures_R2015b_CoVaR_dcc_garchcovar_dccgarchco/RunMyCode_SysRiskMeasures_R2015b/.DS_Store
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RunMyCode_SysRiskMeasures_R2015b_CoVaR_dcc_garchcovar_dccgarchco/RunMyCode_SysRiskMeasures_R2015b/ComparisonofResults2015bvs2010a.doc
RunMyCode_SysRiskMeasures_R2015b_CoVaR_dcc_garchcovar_dccgarchco/RunMyCode_SysRiskMeasures_R2015b/Data_RMC.txt
RunMyCode_SysRiskMeasures_R2015b_CoVaR_dcc_garchcovar_dccgarchco/RunMyCode_SysRiskMeasures_R2015b/Data_RMC.xls
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RunMyCode_SysRiskMeasures_R2015b_CoVaR_dcc_garchcovar_dccgarchco/__MACOSX/._RunMyCode_SysRiskMeasures_R2015b
RunMyCode_SysRiskMeasures_R2015b_CoVaR_dcc_garchcovar_dccgarchco/__MACOSX/RunMyCode_SysRiskMeasures_R2015b/._.DS_Store
RunMyCode_SysRiskMeasures_R2015b_CoVaR_dcc_garchcovar_dccgarchco/__MACOSX/RunMyCode_SysRiskMeasures_R2015b/._call_fct.m
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RunMyCode_SysRiskMeasures_R2015b_CoVaR_dcc_garchcovar_dccgarchco/__MACOSX/RunMyCode_SysRiskMeasures_R2015b/._dcc_mvgarch_likelihood.m
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RunMyCode_SysRiskMeasures_R2015b_CoVaR_dcc_garchcovar_dccgarchco/__MACOSX/RunMyCode_SysRiskMeasures_R2015b/._GJRgarch.m
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RunMyCode_SysRiskMeasures_R2015b_CoVaR_dcc_garchcovar_dccgarchco/__MACOSX/RunMyCode_SysRiskMeasures_R2015b/._hessian_2sided.m
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RunMyCode_SysRiskMeasures_R2015b_CoVaR_dcc_garchcovar_dccgarchco/__MACOSX/RunMyCode_SysRiskMeasures_R2015b
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RunMyCode_SysRiskMeasures_R2015b_CoVaR_dcc_garchcovar_dccgarchco/__MACOSX
RunMyCode_SysRiskMeasures_R2015b_CoVaR_dcc_garchcovar_dccgarchco

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