Comparing value at risk with different frequencies of data for the NT dollar-US dollar exchange rate
碩士 === 東吳大學 === 經濟學系 === 89 === Value at Risk( VaR ) provides us a single, summary statistical measurement of most possible portfolio losses. VaR of course can be one of indicators helping us decide when we should hold our assets in foreign currency. By using both the daily and intra-day data of N...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2001
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| Online Access: | http://ndltd.ncl.edu.tw/handle/75663050797360464112 |