MSCI Reports Third-Quarter Profit Rise on Robust Demand for Index Products

(Reuters) -Index provider MSCI reported a rise in third-quarter profit on Tuesday, as improved client spending drove up ...
IEEE

The estimation of VaR and ES based on Gaussian mixture model–Take the Shanghai Composite Index as an example

Abstract: The key to calculating Value at Risk is whether the assumption of return distribution of financial assets is reasonable. In the first place, we introduce the basic theoretical knowledge of ...