A Value-at-Risk Model for the Financial Underlying Variables of TAIEX
碩士 === 長庚大學 === 企業管理研究所 === 91 === Value at Risk (VaR) is a probabilistic measure of the range of value of a firm's portfolio could lose due to market volatility. Over the last few years, VaR has gained recognition as the primary tool for market risk measurement in financial institut...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2003
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| Online Access: | http://ndltd.ncl.edu.tw/handle/31862854969990609208 |