Evaluating predictive performance of value-at-risk models in Chinese stock markets
Risk can be defined as the volatility of unexpected outcomes, generally for values of assets and liabilities. Financial risk, risk refer to possible losses in financial markets, includes markets risk, credit risk, liquidity risk, operational risk, and legal risk. This MPhil thesis is specializing on...
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| Format: | Others |
| Language: | en |
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Digital Commons @ Lingnan University
2007
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| Online Access: | https://commons.ln.edu.hk/fin_etd/4 https://commons.ln.edu.hk/cgi/viewcontent.cgi?article=1003&context=fin_etd |