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...
| 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/50772523007822280995 |