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"Two Ways of Calculating VaR in Risk Management - - An Empirical Study ..."

Yun-si Li, Aihua Li, Zhidong Liu (2018)

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DOI: 10.1016/J.PROCS.2018.10.259

access: open

type: Conference or Workshop Paper

metadata version: 2024-04-29

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  dblp key:
  - conf/itqm/LiLL18
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Yun-si Li, Aihua Li, Zhidong Liu:
Two Ways of Calculating VaR in Risk Management - - An Empirical Study Based on CSI 300 Index. ITQM 2018: 432-439

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