The Early Warning System for the Stock Positions of Securities Firms---Based on VaR

碩士 === 國立中山大學 === 財務管理學系研究所 === 88 === In recent year, the securities firms had suffered form the turmoil of the financial crisis in Taiwan. Although the Taiwan Stock Exchange Corporation and the Securities and Futures Commission have their own early warning systems (EWS), the EWS based on financial...

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Bibliographic Details
Main Authors: Kuan-Hua Huang, 黃冠華
Other Authors: Jay-Cheng Lu
Format: Others
Language:zh-TW
Online Access:http://ndltd.ncl.edu.tw/handle/71603827235929091469