Can Chinese security companies use Value at Risk (VaR) to measure market risk they faced: an empirical study?

Many security companies have been launched since the establishment of the Chinese stock market, and the market has been steadily growing up. Until recently, Chinese stock market collapse despite the countrys economy growth, which cause many security companies and fund companies to go bankruptcy. Man...

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Bibliographic Details
Main Author: Tan, Xiao
Format: Dissertation (University of Nottingham only)
Language:English
Published: 2006
Subjects:
Online Access:https://eprints.nottingham.ac.uk/20245/