Browsing Theses by Author "Wang, Xinghao"
Now showing items 1-1 of 1
-
Conditional Scenario Generation with a GVAR Model
Wang, Xinghao (University of Waterloo, 2016-12-15)The stress-testing method formed an integral part of the practice of risk management. However, the underlying models for scenarios generation have not been much studied so far. In past practice, the users typically did ...