A Study on the VaR of Financial Holding Corporations in Taiwan by ARMA-TGARCH Model Application
碩士 === 國立屏東科技大學 === 財務金融研究所 === 94 === For a long term, the price fluctuation of stock market is usually leading ahead of the expression of economical substance activities. The Financial Holding Corporations reflect the stock price whether they have the performance or not. The purpose of this thes...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2006
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| Online Access: | http://ndltd.ncl.edu.tw/handle/36394994031377125539 |