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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