Value at Risk of Exchange Rate Return: A comparison among linear and nonlinear evaluation models

碩士 === 中原大學 === 國際貿易研究所 === 97 === Abstract Recently the Subprime Mortgage Crisis in the United States has caused a series of impact on the international finance. Although the impact is still going on, each government stresses this issue highly. Under this new environment it is more difficult to pr...

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Bibliographic Details
Main Authors: Hou-Cheng Chen, 陳厚丞
Other Authors: Po-Chin Wu
Format: Others
Language:zh-TW
Published: 2009
Online Access:http://ndltd.ncl.edu.tw/handle/71265585884054518513