A Research of Assessing Value-at-Risk on Taiwan Stock Market
碩士 === 東海大學 === 工業工程學系 === 90 === The study refers to both domestic and overseas literatures of Value at Risk(VaR) evaluation. In order to find suitable VaR model for each Industry and then reach real risk- avoiding effect, various models are used to compute VaR. The purposes of research use Equally...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2002
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| Online Access: | http://ndltd.ncl.edu.tw/handle/c8sk29 |