Investigation the Effect Factors of VaR on Foreign Issuers Stocks Listing in Taiwan

碩士 === 靜宜大學 === 會計學系 === 101 === The samples used in this research are the 10 Foreign Issuers Stocks released from Taiwan Stock Exchange Corporation on 2011/05/18. By mainly using ARCH Family Risk Assessment Model, we discussed the factors of the risk and the value at risk of each sample. With QMLE...

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Bibliographic Details
Main Authors: Chien, Tsailin, 簡采琳
Other Authors: Tsai, Chuichun
Format: Others
Language:zh-TW
Published: 2013
Online Access:http://ndltd.ncl.edu.tw/handle/50772523007822280995