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Lee, Chih-Wei
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Global Journal of Business Research
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EVALUATION OF MULTI-ASSET VALUE AT RISK: EVIDENCE FROM TAIWAN
Wu, Po-Cheng
;
Kuo, Cheng-Kun
;
Lee, Chih-Wei
- In:
Global Journal of Business Research
6
(
2012
)
4
,
pp. 23-34
Under the
internal
model
approach (IMA) stipulated by Basel II, financial institutions are allowed to develop and …
Persistent link: https://www.econbiz.de/10011205754
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