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~subject:"Value-at-Risk"
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VaR and stress tests : the impact of fat-tail risk and systemic risk on commercial banks in Hong Kong and China
So, Jacky C.
;
Tony U
-
2017
Persistent link: https://www.econbiz.de/10012201504
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An efficient Fourier expansion method for the calculation of value-at-risk : contributions of extra-ordinary risks
Sio Chong U
;
So, Jacky C.
;
Ding, Deng
;
Liu, Lihong
- In:
International journal of financial engineering
3
(
2016
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011532757
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