The researches on exchange rate risk of Chinese commercial banks based on Copula-Garch model
Baoqian Wang; Tingting Cao; Shu Wang
| Year of publication: |
2014
|
|---|---|
| Authors: | Wang, Baoqian ; Cao, Tingting ; Wang, Shu |
| Published in: |
Modern economy. - Irvine, Calif. : Scientific Research Publishing, ISSN 2152-7245, ZDB-ID 2598760-4. - Vol. 5.2014, 5, p. 541-551
|
| Subject: | Exchange Rate Risk | Copula Function | VaR | Währungsrisiko | Exchange rate risk | China | Multivariate Verteilung | Multivariate distribution | Theorie | Theory | Bank | Wechselkurs | Exchange rate | Risikomaß | Risk measure |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010417655