A Study on the Behavior of Extreme Value for Foreign Exchange Rate
碩士 === 國立高雄第一科技大學 === 財務管理所 === 91 === ABSTRACT The role of extreme value has being relevant in risk management. This paper uses extreme value theory in estimating unconditional and conditional tail index of exchange rate. In this paper we explore three questions concerning exchange rate retu...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2003
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| Online Access: | http://ndltd.ncl.edu.tw/handle/22956161622481417633 |