The Study of VaR Estimation among Taiwan Stock and Future Markets– The Application of ANN, 3SLS, and GARCH series
碩士 === 國立臺北大學 === 企業管理學系 === 93 === VaR has been an important tool in the field of Risk Management (Jorion, 1996). It can transform the risk of transaction to a measurable value, and it is popularly used for decades. Since 2006, the financial institutions in Taiwan will be introduced Basel 2. Theref...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2005
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| Online Access: | http://ndltd.ncl.edu.tw/handle/56648428567368855829 |