Application of Extreme Value Theory to Estimate of Value at Risk
碩士 === 國立臺北大學 === 統計學系 === 92 === ABSTRACT Application of Extreme Value Theory to Estimate of Value at Risk by Wu Shen, Chung-Ling July 2004 ADVISORS: Dr. Liu, Hui-Mei & Dr. Hong, Ming-Qin DEPARTMENT: GRADUATE SCHOOL OF STATISTICS...
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| Format: | Others |
| Language: | zh-TW |
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2004
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| Online Access: | http://ndltd.ncl.edu.tw/handle/72350392605650808968 |