Using Long-memory and ANFIS Models to Estimate Value-at-Risk for AIEX Stock Index in Different Trading Periods
碩士 === 國立臺灣科技大學 === 資訊管理系 === 93 === After 90’s several famous failed institutions which boomed up due to manipulate derivatives improperly, many countries in the world are paying attention to the risk management progressively. In the early 1990s, three events popularized VaR as a practical tool of...
| 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/00630050151459513178 |