Value at Risk of Multivariate Financial Time Series Model
碩士 === 東吳大學 === 商用數學系 === 92 === Value at Risk(VaR) models developed in recent years has been well accepted in the field of risk management. Then, how to estimate VaR accurately is an important key to avoid crisis. While calculating VaR we need a model which can effectively describe the volatility d...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2004
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| Online Access: | http://ndltd.ncl.edu.tw/handle/24770209990745404733 |