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Yao, X. Y., Teng, H. W., & Chen, C. (2002). The Size Risk Control of the Asset Management Business. The Number of Economic and Technical Economic Research, 5, 65-67.

has been cited by the following article:

• TITLE: Quantitative Risk Analysis of the Futures Company’s Own Business Based on VaR Model

  AUTHORS: Jianfei Len, Xu Gao, Guorong Jia

  KEYWORDS: Futures Company, VAR, Proprietary Business

  JOURNAL NAME: Journal of Financial Risk Management, Vol.3 No.4, November 13, 2014

  ABSTRACT: In this paper, we use the futures exchange copper trading data of Shanghai as a sample for the VaR quantitative analysis. Through empirical analysis, the results showed that VaR method based on GARCH model can be a good fit in the insurance value of copper futures. Therefore, we can consider it as an important means of futures risk management in our country, and with reference t to establish corresponding risk warning system.