Application of Extreme Value Theory to Estimate of Value at Risk

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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Bibliographic Details
Main Authors:	Wu Shen, Chung-Ling, 吳沈仲凌
Other Authors:	Liu, Hui-Mei
Format:	Others
Language:	zh-TW
Published:	2004
Online Access:	http://ndltd.ncl.edu.tw/handle/72350392605650808968

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