Estimating value at risk of investment portfolio based on Copula-GARCH model
碩士 === 國立臺北大學 === 統計學系 === 104 === In recent years, more and more people prefer to invest in high-yield bonds. High-yield bonds are assessed with lower credit rating and higher risk by Standard & Poor's, Moody's, Fitch, and so on. High-yield bonds are rated below 'BBB' fr...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2016
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| Online Access: | http://ndltd.ncl.edu.tw/handle/86756729474991087991 |