The estimation and forecasting of Value-at-Risk for financial commodities
博士 === 淡江大學 === 財務金融學系博士班 === 96 === This study focuses on VaR measurement and Option pricing, and it contains three parts. The first part is titled “Value-at-Risk Forecasts in Gold Market under Oil Shocks”, the second part is named “Value-at-Risk Forecasts in U.S. Crude Oil Market with Skewed Gener...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2008
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| Online Access: | http://ndltd.ncl.edu.tw/handle/44579485554304505365 |