Estimating stock pledge rate using VaR and modified ES model
Kangsheng Tao, Bin Liu and Can Wang
| Year of publication: |
2024
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|---|---|
| Authors: | Tao, Kangsheng ; Liu, Bin ; Wang, Can |
| Subject: | A-share market | ES model | stock pledge rate | VaR model | VAR-Modell | VAR model | Schätzung | Estimation | Schätztheorie | Estimation theory | Aktienmarkt | Stock market | Risikomaß | Risk measure | Börsenkurs | Share price | Kapitaleinkommen | Capital income |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/13504851.2022.2128289 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014448275