Applying GARCH-EVT to Estimate the Portfolio''s Value at Risk- The Case of TSEC Taiwan 50 Index
碩士 === 淡江大學 === 財務金融學系碩士班 === 101 === With the ferment of liberalization and globalization in financial markets,investor faces more investment opportunity and investment risk simultaneously. Therefore, it is an important and focus topic for investor to utilize her limited funds to select optimal inv...
| 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/76zt55 |