%0 Journal Article
%T Derivation of a Stock Price Evaluating Formula with Risks
一个考虑风险的证券价值评价公式的推导
%A Wu Guofu
%A Zhou Zikang
%A Wei Fengrong
%A
吴国富
%A 周子康
%A 魏凤荣
%J 系统工程理论与实践
%D 1998
%I
%X In this paper, a stock price evaluating formula with risks was derived by using ARCH M models. Moreover, its economic implication was interpreted.
%K stock price
%K risk
%K ARCH M model
证券价值
%K 风险
%K 条件异方差模型
%U http://www.alljournals.cn/get_abstract_url.aspx?pcid=01BA20E8BA813E1908F3698710BBFEFEE816345F465FEBA5&cid=962324E222C1AC1D&jid=1D057D9E7CAD6BEE9FA97306E08E48D3&aid=E1E1093E379E8F3A&yid=8CAA3A429E3EA654&vid=13553B2D12F347E8&iid=708DD6B15D2464E8&sid=A8DE7703CC9E390F&eid=475189FCB44F11F6&journal_id=1000-6788&journal_name=系统工程理论与实践&referenced_num=1&reference_num=0