The comparison of value-at-risk (VaR) model ─ Application of quantile regression
碩士 === 淡江大學 === 財務金融學系 === 92 === The financial risk come from the uncertainty of asset future price volatility. The value-at-risk (VaR) which is used to quantify risk is a popular approach for its simplicity of concept and easy to compute. There is a variety of VaR calculation methods under differ...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2004
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| Online Access: | http://ndltd.ncl.edu.tw/handle/61345889155432634654 |