The Empirical Analysis of Portfolio Value-at-Risk Estimations Incorporating Extreme Value Distribution
碩士 === 淡江大學 === 統計學系碩士班 === 104 === Thanks to the internationalization of global financial trading and the rapid growth of economics, the whole financial market has also expanded rapidly. Many financial derivatives have been aroused. Although the assets liquidity has increased, the market risk has a...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2016
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| Online Access: | http://ndltd.ncl.edu.tw/handle/20915909231354962446 |