An application of asymmetric distribution in value at risk - taking Taiwan stock market as an example

An application of asymmetric distribution in value at risk - taking Taiwan stock market as an example

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碩士 === 國立政治大學 === 經濟研究所 === 97 ===

Bibliographic Details
Main Authors: Shen,Chih-Yuan, 沈之元
Other Authors: Mao,Wei-Ling
Format: Others
Language:zh-TW
Published: 2009
Online Access:http://ndltd.ncl.edu.tw/handle/30727270066177135448
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spelling ndltd-TW-097NCCU53890192015-11-20T04:19:08Z http://ndltd.ncl.edu.tw/handle/30727270066177135448 An application of asymmetric distribution in value at risk - taking Taiwan stock market as an example 不對稱分配於風險值之應用-以台灣股市為例 Shen,Chih-Yuan 沈之元 碩士 國立政治大學 經濟研究所 97 Mao,Wei-Ling 毛維凌 2009 學位論文 ; thesis 51 zh-TW
collection NDLTD
language zh-TW
format Others
sources NDLTD
description 碩士 === 國立政治大學 === 經濟研究所 === 97 ===
author2 Mao,Wei-Ling
author_facet Mao,Wei-Ling
Shen,Chih-Yuan
沈之元
author Shen,Chih-Yuan
沈之元
spellingShingle Shen,Chih-Yuan
沈之元
An application of asymmetric distribution in value at risk - taking Taiwan stock market as an example
author_sort Shen,Chih-Yuan
title An application of asymmetric distribution in value at risk - taking Taiwan stock market as an example
title_short An application of asymmetric distribution in value at risk - taking Taiwan stock market as an example
title_full An application of asymmetric distribution in value at risk - taking Taiwan stock market as an example
title_fullStr An application of asymmetric distribution in value at risk - taking Taiwan stock market as an example
title_full_unstemmed An application of asymmetric distribution in value at risk - taking Taiwan stock market as an example
title_sort application of asymmetric distribution in value at risk - taking taiwan stock market as an example
publishDate 2009
url http://ndltd.ncl.edu.tw/handle/30727270066177135448
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