China's Stock Market Extremal Dependencies Statistical Research

Risk measurement and control is the eternal theme of the financial investment industry. The U.S. subprime mortgage crisis which swept across the globe brought global capital markets. And then the financial industry to existing risk control system and management concept launched a comprehensive reflection. This article carries on the modeling and the research to the financial investment data from the angle of extreme sexual situation happen using extreme theory under the background of the financial crisis.The most important reference content of finance investment institution carries on the specialized investment is the risk of investment portfolio and the value of investment sign. The relevant research is the most important aspects of investment portfolio risk measure. The traditional linear correlation theory and the actual market's trends have a huge gap due to the limitation of the traditional linear correlation theory. This article conducts the research to Shanghai and Shenzhen stock market and international main capital market extreme case from the angle of extreme value theory, carries the contrast on the extreme dependency of stock market data introducing the concept of extreme vaiue approach related and approach independence. The actual conclusion which draws from quantification theory provides the accurate reference data for financial organ's specialized investment, and reduces the investment portfolio relevance, so as to achieve the goal of controlling risk.