Research of VaR on Interest Rate Futures
碩士 === 靜宜大學 === 會計學系研究所 === 98 === Interest rates always fluctuate along with the boom-bust of business cycles. There are many scholars, like Engle, Bollerslev and Nelson, propose the risk evaluating model, called ARCH family models. We use those models to assess 30-Day Commercial Paper Interest Rat...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2010
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/52129411679651148844 |