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pro vyhledávání: '"范心慈"'
Autor:
Hsin-Tzu Fan, 范心慈
99
Value at Risk models (VaR) became, during the last few years, one of the most main tools for risk management. However, conventional VaR models lack a treatment of liquidity risk. Neglecting liquidity risk would lead to underestimation of over
Value at Risk models (VaR) became, during the last few years, one of the most main tools for risk management. However, conventional VaR models lack a treatment of liquidity risk. Neglecting liquidity risk would lead to underestimation of over
Externí odkaz:
http://ndltd.ncl.edu.tw/handle/24086220772617830218
Publikováno v:
Agricultural Outlook (1673-3908); 12/1/2023, Vol. 19 Issue 12, p38-48, 11p
