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.