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