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

Bibliographic Details
Main Author: 張宏豪
Other Authors: 周若珍
Format: Others
Language:zh-TW
Published: 2011
Online Access:http://ndltd.ncl.edu.tw/handle/20193360893496647717