Ying Fan, Yi-ming Wei, Weixuan Xu. Application of VaR methodology to risk management in the stock market in China. Computers & Industrial Engineering, 46(2):383-388, 2004. [doi]
@article{FanWX04,
title = {Application of VaR methodology to risk management in the stock market in China},
author = {Ying Fan and Yi-ming Wei and Weixuan Xu},
year = {2004},
doi = {10.1016/j.cie.2003.12.018},
url = {http://dx.doi.org/10.1016/j.cie.2003.12.018},
researchr = {https://researchr.org/publication/FanWX04},
cites = {0},
citedby = {0},
journal = {Computers & Industrial Engineering},
volume = {46},
number = {2},
pages = {383-388},
}