Apply VaR Model from Orthogonal Garch and Garch Bootstrap to the Research of Domestic Mutual Fund
碩士 === 國立雲林科技大學 === 財務金融系碩士班 === 92 === Due to domestic investigations are focus more on VaR of stocks, bonds, and foreign exchange, but less on mutual fund. And investigation of mutual fund are more on simulation-based method (ex. Monte Carlo Simulation), but less are on paramentric-based method. T...
| 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/28002262519702247859 |