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NTIS 바로가기Communications for statistical applications and methods = 한국통계학회논문집, v.25 no.6, 2018년, pp.605 - 618
Bai, Yang (Department of Statistics, University of Georgia) , Dang, Yibo (Department of Statistics, University of Georgia) , Park, Cheolwoo (Department of Statistics, University of Georgia) , Lee, Taewook (Department of Statistics, Hankuk University of Foreign Studies)
Risk management has been a crucial part of the daily operations of the financial industry over the past two decades. Value at Risk (VaR), a quantitative measure introduced by JP Morgan in 1995, is the most popular and simplest quantitative measure of risk. VaR has been widely applied to the risk eva...
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