-
1
-
2The Application of Extreme Value Theory on Setting the Clearing Margin for TAIFEX Stock Index Option“...碩士 === 國立高雄第一科技大學 === 財務管理所 === 93 === This paper is aimed to apply the extreme value theory...”
Get full text
Others -
3“...., the Extreme-value Theory (EVT), Broussard’s model(2001), the Censoring Technique, and the Recovery...”
Get full text
Others -
4“... researches focus on the uncertainty of VaR. This paper is aimed to apply the extreme value theory (EVT...”
Get full text
Others -
5“..., then it can efficiently decrease the exchange rate risk. This study uses the extreme value theory proposed...”
Get full text
Others -
6“...-at-Risk (VaR) for stock returns of financial institutions base on extreme value theory (EVT) and three...”
Get full text
Others