Value at Risk in the Taiwan Stock Market
碩士 === 僑光技術學院 === 管理研究所 === 94 === The objective of this study is to estimate Value-at-Risk （VaR） for various stock index based on different time periods and different industries and hope, through the discussion of the detailed risk of financial derivatives, to provide good reference for investors i...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2006
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/14578596493568011419 |