Comparisons of the Portfolio Value-at-Risk Estimation Methods
碩士 === 淡江大學 === 統計學系碩士班 === 96 === The objective of the research is to study the risk measurement Value-at-Risk (VaR) that is most relevant to financial institutions worldwide. Modeling and estimating techniques for measuring risks is quite a challenge. Four VaR estimation methods are studied in thi...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2008
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| Online Access: | http://ndltd.ncl.edu.tw/handle/42074812963471202376 |