Volatility Forecasting and Risk Management
博士 === 淡江大學 === 財務金融學系博士班 === 96 === The purpose of this dissertation is to contribute to the literature on volatility forecasting and its application to risk management (Value-at-Risk) which comprises three parts. The first part of the dissertation is entitled “Predicting the Volatility of Stock In...
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| Format: | Others |
| Language: | en_US |
| Published: |
2008
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| Online Access: | http://ndltd.ncl.edu.tw/handle/67765195296161627992 |