Total-parametric Methods of VaR and Its Applications in Risk Management of Financial Market

Chao Qun MA;Hong Quan LI;Shan Ying XU;Xiao Guang YANG;Hui LI

Systems Engineering - Theory & Practice ›› 2001, Vol. 21 ›› Issue (4) : 74-79.

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中国科学院数学与系统科学研究院期刊网
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Systems Engineering - Theory & Practice ›› 2001, Vol. 21 ›› Issue (4) : 74-79. DOI: 10.12011/1000-6788(2001)4-74
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Total-parametric Methods of VaR and Its Applications in Risk Management of Financial Market

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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2001, 21(4): 74-79 https://doi.org/10.12011/1000-6788(2001)4-74

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