A New Value at Risk Estimation under the phenomenon of volatility clustering and heteroscedastic volatility.
碩士 === 國立暨南國際大學 === 財務金融學系 === 93 === How to develop a method for measuring and managing the market risk effectively has been discussed a lot since risk management became an important issue in financial management. According to the regulation of Basel Committee on Banking Supervision in 1996, the fi...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2005
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| Online Access: | http://ndltd.ncl.edu.tw/handle/66715039150405369290 |