Value-At-Risk: Effective and Accurate Risk Management of China's Stock Index
Managing risks has always been an integral part of financial institutions. The financial markets are characterized by a greater uncertainty, which is referable to the increasing volatility of the interest and exchange rate, and to the high fluctuations of the share quotation. At the centre of recent...
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| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
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2006
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| Online Access: | https://eprints.nottingham.ac.uk/20220/ |