How is Value at Risk used to measure the China's stock market risk?
With the rapid growth of the increasingly complex trading activities and financial market instability, there is a growing concern of financial risk management throughout the China's stock market. One widely adopted technique to manage risk involves the use of Value-at-Risk (VaR), which is known...
| Main Author: | |
|---|---|
| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
| Published: |
2007
|
| Subjects: | |
| Online Access: | https://eprints.nottingham.ac.uk/21382/ |