序号 | CB | CEA | SZEA | GDEA | HBEA |
Upside VaR | 0.000653 | 0.015786 | 0.264082 | 0.069411 | 0.036408 |
Downside VaR | −0.000294 | −0.015821 | −0.268840 | −0.116498 | −0.039205 |