{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2023,7,26]],"date-time":"2023-07-26T04:31:05Z","timestamp":1690345865933},"reference-count":0,"publisher":"IOS Press","isbn-type":[{"value":"9781643684109","type":"print"},{"value":"9781643684116","type":"electronic"}],"license":[{"start":{"date-parts":[[2023,7,21]],"date-time":"2023-07-21T00:00:00Z","timestamp":1689897600000},"content-version":"unspecified","delay-in-days":0,"URL":"https:\/\/creativecommons.org\/licenses\/by-nc\/4.0\/"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":[],"published-print":{"date-parts":[[2023,7,21]]},"abstract":"<jats:p>This paper adopts the value-at-risk (VaR) method as the risk measurement framework, and establishes a series of VaR-GARCH models to measure the dynamic risk of short-term international capital random fluctuations. Then, the accuracy of the empirical results is measured by the Backing-Test. The results show that the measurements of VaR-GARCH(1,1) and VaR-GARCH-M models are relatively conservative; the measurement results of VaR-EGARCH model are closest to the true value of short-term international capital flows.<\/jats:p>","DOI":"10.3233\/faia230177","type":"book-chapter","created":{"date-parts":[[2023,7,25]],"date-time":"2023-07-25T13:01:57Z","timestamp":1690290117000},"source":"Crossref","is-referenced-by-count":0,"title":["Dynamic Risk Measure for China\u2019s Short-Term International Capital Flows"],"prefix":"10.3233","author":[{"given":"Hui","family":"Ma","sequence":"first","affiliation":[{"name":"School of Economics, Harbin University of Commerce, P.R. China"},{"name":"Department of Statistics, University of California Riverside, USA"}],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Yan","family":"Zheng","sequence":"additional","affiliation":[{"name":"School of Economics, Harbin University of Commerce, P.R. China"}],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"7437","container-title":["Frontiers in Artificial Intelligence and Applications","Modern Management Based on Big Data IV"],"original-title":[],"link":[{"URL":"https:\/\/ebooks.iospress.nl\/pdf\/doi\/10.3233\/FAIA230177","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2023,7,25]],"date-time":"2023-07-25T13:01:59Z","timestamp":1690290119000},"score":1,"resource":{"primary":{"URL":"https:\/\/ebooks.iospress.nl\/doi\/10.3233\/FAIA230177"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2023,7,21]]},"ISBN":["9781643684109","9781643684116"],"references-count":0,"URL":"https:\/\/doi.org\/10.3233\/faia230177","relation":{},"ISSN":["0922-6389","1879-8314"],"issn-type":[{"value":"0922-6389","type":"print"},{"value":"1879-8314","type":"electronic"}],"subject":[],"published":{"date-parts":[[2023,7,21]]}}}