How is Value at Risk used to measure the China's stock market risk?

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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...

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Bibliographic Details
Main Author:	Tao, Ye
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2007
Subjects:	Value at risk
Online Access:	https://eprints.nottingham.ac.uk/21382/

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