Value at Risk for Grain Futures Portfolio- The Application of GARCH and Extreme Value Model
碩士 === 國立屏東科技大學 === 農企業管理系 === 92 === Value at Risk (VaR), comparing to the traditional risk measurements, not only provides the investors with tools to measure and forecast risk directly, and also enables the investors to adopt the suitable hedging strategy to reduce the risk. In addition, VaR expl...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2004
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| Online Access: | http://ndltd.ncl.edu.tw/handle/33767507916641404242 |