Backtesting VaR for Hong Kong Financial Stocks

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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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Bibliographic Details
Main Author:	Lui, Chun Yin
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2022
Online Access:	https://eprints.nottingham.ac.uk/70803/

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