Application of Realized GARCH model in estimation of Value at Risk
碩士 === 國立清華大學 === 統計學研究所 === 99
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Other Authors: | |
Format: | Others |
Language: | zh-TW |
Published: |
2011
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Online Access: | http://ndltd.ncl.edu.tw/handle/20193360893496647717 |