Research on Market Value at Risk of Taiwan Exchange Traded Funds
碩士 === 靜宜大學 === 管理碩士在職專班 === 103 === This article is based Yuanta Polaris investment trust company launched exchange-traded funds for the study, and use the ARCH Family GARCH models and EGARCH models. The effects of risk are divided into the pre-error, risk, unintended large changes, good or bad err...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2015
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| Online Access: | http://ndltd.ncl.edu.tw/handle/61952751991101792606 |