MANAGING THE MARKET RISK--USING THE TECHNIQUE OF ORTHOGONAL GARCH OF VALUE AT RISK
碩士 === 國立臺灣大學 === 財務金融學系 === 86 === Although the technique of Value at Risk has became one of the capital requirement international standard for the trading book account of financial institution, it still have some problem when estimates the assets portfolio...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Published: |
1998
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| Online Access: | http://ndltd.ncl.edu.tw/handle/76307422548321037281 |