Improving the VaRs Estimated of Real Estate Investment Trusts
碩士 === 國立東華大學 === 公司理財碩士學位學程 === 97 === This dissertation investigates a comparison of the value at risk estimates in real estate investment trusts. These models are considered to estimate REITs VaR included the historical simulation, the exponentially weighted moving average, the Monte Carlo simula...
| Main Authors: | , |
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| Format: | Others |
| Language: | en_US |
| Published: |
2009
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| Online Access: | http://ndltd.ncl.edu.tw/handle/73000674454195971444 |