Value At Risk Analysis of Petrochemical-related Industry in Taiwan
碩士 === 國立中正大學 === 財務金融研究所 === 101 === With the development and popularity of risk management, Value at risk (VaR) has been an useful tool for practical purpose. Comparing to the traditional volatility measurement, VaR is a better way to measure and quantifies the downside risk. This research focuse...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2013
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| Online Access: | http://ndltd.ncl.edu.tw/handle/48483608011295189987 |