The Empirical Study of Taiwan’s Interest Market’s VaR Using Principle Components Analysis

碩士 === 輔仁大學 === 金融研究所 === 94 === Abstract Title of Thesis: The Empirical Study of Taiwan’s Interest Market’s VaR Using Principle Components Analysis Name of Institute: Graduate Institute of Finance, Fu Jen Catholic University Degree Conferred: Master Name of Student: Wu Yun-fei Advisor: Dr. Lee Tai-...

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Bibliographic Details
Main Authors: Wu Yun-fei, 吳雲飛
Other Authors: Lee Tai-ming
Format: Others
Language:zh-TW
Published: 2006
Online Access:http://ndltd.ncl.edu.tw/handle/70587571433385393193