Journal of Financial Risk Management

Vol.6 No.1(2017), Paper ID 74711, 14 pages

DOI:10.4236/jfrm.2017.61006

 

Does the VaR Measurement Using Monte-Carlo Simulation Work in China?—Evidence from Chinese Listed Banks

 

Dehong Wang, Jianbo Song, Yongzhao Lin

 

International Business School, Beijing Foreign Studies University, Beijing, China
School of Business, Renmin University of China, Beijing, China
International Business School, Beijing Foreign Studies University, Beijing, China

 

Copyright © 2017 Dehong Wang, Jianbo Song, Yongzhao Lin et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

 

How to Cite this Article


Wang, D. , Song, J. and Lin, Y. (2017) Does the VaR Measurement Using Monte-Carlo Simulation Work in China?—Evidence from Chinese Listed Banks. Journal of Financial Risk Management, 6, 66-78. doi: 10.4236/jfrm.2017.61006.

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