A Bootstrap Method to Calculate Value-at-Risk in Emerging Markets under Stochastic Volatility Models
碩士 === 國立臺灣大學 === 財務金融學研究所 === 95 === Nowadays, risk management is an important issue. A standard benchmark used to measure and to manage market risks is the Value-at-Risk (VaR). Emerging markets have drawn considerable interest in recent years. Since it is very popular for financial institutions to...
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| Format: | Others |
| Language: | en_US |
| Published: |
2006
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| Online Access: | http://ndltd.ncl.edu.tw/handle/42244367543040247740 |