Backtesting VaR for Hong Kong Financial Stocks
The focus of this paper is to examine the effectiveness of VaR. Thus, 11 financial stocks in Hong Kong have been chosen to be the research subject because Hong Kong is one of the world's most important stock trading centres, and the financial sector plays a vital role in Hong Kong's econom...
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| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
| Published: |
2022
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| Online Access: | https://eprints.nottingham.ac.uk/70803/ |