A Study on Estimating Value-at-Risk Model for US Dollars against NT Dollars Exchange Rate by Historical Simulation Approach
碩士 === 國立高雄第一科技大學 === 財務管理所 === 90 === Abstract We collected the data of US Dollars against NT Dollars interbank exchange rates of Taiwan foreign exchange market from August 25, 1992 to January 2, 2002 to analysis and compare the accuracy of estimating Value at Risk(VaR) under the models of origi...
Main Authors: | , |
---|---|
Other Authors: | |
Format: | Others |
Language: | zh-TW |
Published: |
2002
|
Online Access: | http://ndltd.ncl.edu.tw/handle/02118615695157490490 |