Study of Interest Rate Risk Measurement Based on VAR Method

Authors

Feihang Wang, Lanzhou University of Technology, China
Li Zhang, School of Economics and Management, Lanzhou University of Technology, China
Feiting Wang, School of Economics and Management, Lanzhou University of Technology, China

Recommended Citation

Wang, Feihang; Zhang, Li; and Wang, Feiting, "Study of Interest Rate Risk Measurement Based on VAR Method" (2014). WHICEB 2014 Proceedings. 77.
https://aisel.aisnet.org/whiceb2014/77