Two Ways of Calculating VaR in Risk Management ——An Empirical Study Based on CSI 300 Index
Li, Yun-si, Li, Ai-hua, Liu, Zhi-dongVolume:
139
Year:
2018
Language:
english
Journal:
Procedia Computer Science
DOI:
10.1016/j.procs.2018.10.259
File:
PDF, 527 KB
english, 2018