A Study on the Application of Quantile Regression Equation in Forecasting Financial Value at Risk in Financial Markets
With the development of the times and the progress of science and technology, the financial market is constantly reformed and China’s financial industry is gradually modernized. However, China’s economy has been in the stage of rough growth for a long time, which has led to low efficiency in the all...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Sciendo
2023-01-01
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| Series: | Applied Mathematics and Nonlinear Sciences |
| Subjects: | |
| Online Access: | https://doi.org/10.2478/amns.2022.2.0174 |
| _version_ | 1797688757577580544 |
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| author | Chen Lin Hatamleh Ibrahim |
| author_facet | Chen Lin Hatamleh Ibrahim |
| author_sort | Chen Lin |
| collection | DOAJ |
| description | With the development of the times and the progress of science and technology, the financial market is constantly reformed and China’s financial industry is gradually modernized. However, China’s economy has been in the stage of rough growth for a long time, which has led to low efficiency in the allocation of financial resources and unreasonable use of funds, and this has seriously restricted the whole social production activities and the stability and sustainable and healthy development of the national economy, so the prevention and control of financial risks is particularly important.Therefore, how to identify and measure the risks in China’s financial industry and manage and invest them in a reasonable way is a very serious issue facing China’s financial institutions today. On the other hand, due to the continuous development and innovation of the financial market, China’s financial industry has been gradually reformed. However, due to the imperfection of China’s economic system and related laws and regulations, some non-performing assets and irregularities in the operation of domestic financial institutions have emerged, and instability in the financial market has also emerged. These phenomena make China’s financial industry face huge financial risks in the process of development. |
| first_indexed | 2024-03-12T01:35:19Z |
| format | Article |
| id | doaj.art-9fa1697d22f24288bf6e68382607cf64 |
| institution | Directory Open Access Journal |
| issn | 2444-8656 |
| language | English |
| last_indexed | 2024-03-12T01:35:19Z |
| publishDate | 2023-01-01 |
| publisher | Sciendo |
| record_format | Article |
| series | Applied Mathematics and Nonlinear Sciences |
| spelling | doaj.art-9fa1697d22f24288bf6e68382607cf642023-09-11T07:01:10ZengSciendoApplied Mathematics and Nonlinear Sciences2444-86562023-01-01811861187010.2478/amns.2022.2.0174A Study on the Application of Quantile Regression Equation in Forecasting Financial Value at Risk in Financial MarketsChen Lin0Hatamleh Ibrahim11Department of Economic Management, Science and Technology CollegeGannan Normal University, Ganzhou, China2College of Administrative Sciences, Applied Science University, BahrainWith the development of the times and the progress of science and technology, the financial market is constantly reformed and China’s financial industry is gradually modernized. However, China’s economy has been in the stage of rough growth for a long time, which has led to low efficiency in the allocation of financial resources and unreasonable use of funds, and this has seriously restricted the whole social production activities and the stability and sustainable and healthy development of the national economy, so the prevention and control of financial risks is particularly important.Therefore, how to identify and measure the risks in China’s financial industry and manage and invest them in a reasonable way is a very serious issue facing China’s financial institutions today. On the other hand, due to the continuous development and innovation of the financial market, China’s financial industry has been gradually reformed. However, due to the imperfection of China’s economic system and related laws and regulations, some non-performing assets and irregularities in the operation of domestic financial institutions have emerged, and instability in the financial market has also emerged. These phenomena make China’s financial industry face huge financial risks in the process of development.https://doi.org/10.2478/amns.2022.2.0174quantile regression equationfinancial market riskfinancial value forecasting15b99 |
| spellingShingle | Chen Lin Hatamleh Ibrahim A Study on the Application of Quantile Regression Equation in Forecasting Financial Value at Risk in Financial Markets Applied Mathematics and Nonlinear Sciences quantile regression equation financial market risk financial value forecasting 15b99 |
| title | A Study on the Application of Quantile Regression Equation in Forecasting Financial Value at Risk in Financial Markets |
| title_full | A Study on the Application of Quantile Regression Equation in Forecasting Financial Value at Risk in Financial Markets |
| title_fullStr | A Study on the Application of Quantile Regression Equation in Forecasting Financial Value at Risk in Financial Markets |
| title_full_unstemmed | A Study on the Application of Quantile Regression Equation in Forecasting Financial Value at Risk in Financial Markets |
| title_short | A Study on the Application of Quantile Regression Equation in Forecasting Financial Value at Risk in Financial Markets |
| title_sort | study on the application of quantile regression equation in forecasting financial value at risk in financial markets |
| topic | quantile regression equation financial market risk financial value forecasting 15b99 |
| url | https://doi.org/10.2478/amns.2022.2.0174 |
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