Analytical Value-at-Risk in the Asymmetric Volatility between Corn and Soybean
博士 === 國立中興大學 === 應用經濟學系所 === 103 === Currently, Value at Risk (VaR) is one of the most important measures of risk. It is the percentile of the profit and loss distribution of a portfolio over a specified period. Through the rapid development in the world, we can negotiate portfolio risk and loss vi...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2015
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| Online Access: | http://ndltd.ncl.edu.tw/handle/41585404793129639359 |