VaR Models for Trading Policy:Empirical Study of Taiwan Eight Industries Index
碩士 === 銘傳大學 === 風險管理與保險學系碩士班 === 100 === Value at Risk (VaR) models have become widely used measures that financial analysts use to quantify market risk; however, few researchers applied the models to construct trading policy. The calculation of VaR values could be achieved with various models and p...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2012
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| Online Access: | http://ndltd.ncl.edu.tw/handle/23308273402040390804 |