The Application of Value at Riak (VaR): The Case of REITs
碩士 === 元智大學 === 財務金融研究所 === 92 === This paper employs four VaR methodologies, the equally weighted moving average (SMA), the exponentially weighted moving average (EWMA), historical simulation and bootstrap methods to measure the downside market risk of a total of twelve real estate investment trust...
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| Format: | Others |
| Language: | en_US |
| Published: |
2004
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| Online Access: | http://ndltd.ncl.edu.tw/handle/69006899238421324669 |