A study on Estimation of Value at Risk-An Application of GARCH models
碩士 === 臺灣大學 === 農業經濟學研究所 === 98 === Since 2007 the subprime mortgage crisis attacks financial market in the whole world, many financial institutions take risk management’s subject seriously again. Therefore financial institutions have to apply a correct standard to measure market risk. From Grou...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2010
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| Online Access: | http://ndltd.ncl.edu.tw/handle/93073548897245640028 |