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UM E-Theses Collection (澳門大學電子學位論文庫)

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Title

Value-at-risk, stress tests and stable paretian distribution : the implementation for bank capital

Issue date

2016.

Author

U, Sio Chong

Faculty
Faculty of Business Administration
Degree

Ph.D.

Subject

Bank and banking

Supervisor

So, Yuk Chow

Files In This Item

Full-text (Intranet only)

Location
1/F Zone C
Library URL
991006833759706306