Analysis of Value-at-Risk estimation by Wavelet Transform
碩士 === 逢甲大學 === 應用數學所 === 97 === Value-at-Risk (VaR) had been a criterion for the investment of market return rates. The wavelet transform does not need assumptions for estimating return rates risk model, and make multiresolution analysis in counter of non-linear return rates. This paper utilizes th...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2009
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| Online Access: | http://ndltd.ncl.edu.tw/handle/35809499026349032229 |