Application of GARCH-type model at VaR
碩士 === 東吳大學 === 經濟學系 === 90 === Along with Taiwan enters WTO and BIS announces that risk management will be constrained regulation after 2005, calculation of VaR has became a hot topic in the world. However, literatures report that the empirical distributions of return in most of financial assets ha...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2002
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| Online Access: | http://ndltd.ncl.edu.tw/handle/42214286155824268490 |