VaR Models Comparison of Developed Countries in Asian
碩士 === 東吳大學 === 財務工程與精算數學系 === 101 === VaR (Value-at-Risk) from 1993 put forward by the Group of 30 tools for measuring market risk, has been used by various financial institutions. Due to the financial return on assets volatility clustering and heavy-tailed distribution, we consider asymmetric vola...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2013
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| Online Access: | http://ndltd.ncl.edu.tw/handle/05033743156798725476 |