Research Article

[Retracted] Risk Evaluation on China Government Bonds with EWMAVaR and SVM Methods

Table 5

VaR results and risk values of NB and LB.

DateVaR on NB returnVaR on LB returnNB interest risk valueLB interest risk value

20181.2261.1551.0000.942
20191.1170.8130.9110.663
20202.0971.1171.7110.911