Margin exceedences for stock index futures using extreme value theory
碩士 === 銘傳大學 === 金融研究所 === 90 ===
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| Format: | Others |
| Language: | zh-TW |
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2002
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| Online Access: | http://ndltd.ncl.edu.tw/handle/45897659248531552802 |
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ndltd-TW-090MCU00214018 |
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ndltd-TW-090MCU002140182016-06-27T16:09:19Z http://ndltd.ncl.edu.tw/handle/45897659248531552802 Margin exceedences for stock index futures using extreme value theory 極端值理論於期貨保證金設定上之應用 曹懋鍇 碩士 銘傳大學 金融研究所 90 歐仁和 周恆志 2002 學位論文 ; thesis 0 zh-TW |
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NDLTD |
| language |
zh-TW |
| format |
Others
|
| sources |
NDLTD |
| description |
碩士 === 銘傳大學 === 金融研究所 === 90 ===
|
| author2 |
歐仁和 |
| author_facet |
歐仁和 曹懋鍇 |
| author |
曹懋鍇 |
| spellingShingle |
曹懋鍇 Margin exceedences for stock index futures using extreme value theory |
| author_sort |
曹懋鍇 |
| title |
Margin exceedences for stock index futures using extreme value theory |
| title_short |
Margin exceedences for stock index futures using extreme value theory |
| title_full |
Margin exceedences for stock index futures using extreme value theory |
| title_fullStr |
Margin exceedences for stock index futures using extreme value theory |
| title_full_unstemmed |
Margin exceedences for stock index futures using extreme value theory |
| title_sort |
margin exceedences for stock index futures using extreme value theory |
| publishDate |
2002 |
| url |
http://ndltd.ncl.edu.tw/handle/45897659248531552802 |
| work_keys_str_mv |
AT cáomàokǎi marginexceedencesforstockindexfuturesusingextremevaluetheory AT cáomàokǎi jíduānzhílǐlùnyúqīhuòbǎozhèngjīnshèdìngshàngzhīyīngyòng |
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1718324718035009536 |