Empirical Research on Value-at-Risk Computing Approaches in Evaluation of Financial Risks

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Empirical Research on Value-at-Risk Computing Approaches in Evaluation of Financial Risks

The aim of this dissertation is is to investigate how VAR computing approaches are implemented in evaluation of financial risk. Furthermore, objectives related to various aspects are investigated specifically. The first objective is to investigate how the three traditional VAR computing approaches a...

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Bibliographic Details
Main Author:	LI, KAI
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2012
Online Access:	https://eprints.nottingham.ac.uk/26006/

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