VaR Stress Testing for Two-Stage Transmission Stress Events

Resource

Taiwan Academy of Management Journal 2 (2): 21-38

Journal

Taiwan Academy of Management Journal

Journal Volume

2

Journal Issue

2

Pages

21-38

Date Issued

2002

Date

2002

Author(s)

李志偉(Chih-Wei Lee)

陳宏(Hung Chen)

DOI

URI

Type

journal article