The Value at Risk Evaluation of Grains Futures Portfolio-The Application of Mixture of Normal Distributions
碩士 === 國立屏東科技大學 === 農企業管理系 === 91 === Value at Risk (VaR) is a widely used risk management tool in recent years. VaR applies to stock market, bond market, foreign currency market, and bank industry, etc. Recently, the fat-tail phenomena caused by the extreme values of returns on financial assets are...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2003
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| Online Access: | http://ndltd.ncl.edu.tw/handle/04148052585534688131 |