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...
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 |
Similar Items
-
Linear and Nonlinear Forecastability Comparison of Exchange Rates
by: 王俐力
Published: (2003) -
Nonlinear Adjustment and Economic Value Predictability of Exchange Rate Returns
by: Chih-Wei Shen, et al. -
Nonlinear adjustment and predictability of exchange rate returns models
by: 陳紹珍 -
Extreme Value Theory in Risk Management with Applications to Exchange Rate Returns
by: Liang-Ji Zhang, et al.
Published: (2004) -
Comparison with exchange rate return pricing models including factor of value strategy
by: Chang, Ming Yuan, et al.