An application of VaR in financial distress alert model for listed and OTC companies in Taiwan
碩士 === 國立交通大學 === 經營管理研究所 === 92 === Since researches showed that Taiwan stock market is efficient, it is suspected that further study of the data of stock price index can increase the predictive ability of alert model. VaR is treated as additional variables to enhance the predictive ability of aler...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2004
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| Online Access: | http://ndltd.ncl.edu.tw/handle/93627934158477334590 |