Value-At-Risk: Effective and Accurate Risk
Management of China's Stock Index

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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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Bibliographic Details
Main Author:	YU, Yang
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2006
Subjects:	"Value at risk" EWMA GARCH Historical estimaiton
Online Access:	https://eprints.nottingham.ac.uk/20220/

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