Browse by Supervisors
Jump to: 2020 Number of items: 1. 2020CHANG, L. (2020) The Application of GARCH-VaR models in Chinese Commercial Banks for the Foreign Exchange Rate Risks Management. [Dissertation (University of Nottingham only)] |
Browse by Supervisors
Jump to: 2020 Number of items: 1. 2020CHANG, L. (2020) The Application of GARCH-VaR models in Chinese Commercial Banks for the Foreign Exchange Rate Risks Management. [Dissertation (University of Nottingham only)] |