Assessing Value at Risk by the Expectile Conditional Autoregressive model
碩士 === 國立臺北大學 === 統計學系 === 100 === In financial markets, one of the major factors which will cause risk is due to the fluctuation of assets price. When a Investor faces risk, he/she should evaluate how much losses will happen, and thus to propose the corresponding strategies. Therefore, how to prope...
Main Authors: | , |
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Format: | Others |
Language: | zh-TW |
Published: |
2012
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Online Access: | http://ndltd.ncl.edu.tw/handle/74467606814691626375 |