Combination of different models distribution and volatility to estimate value at risk of the stock index
碩士 === 長榮大學 === 經營管理研究所 === 98 === Financial assets mostly have the leptokurtosis and the fat-tailed. Therefore, this study considered the characteristics of financial data, using skewness and leptokurtosis distribution, and traditional symmetric distribution was relatively. Using Simply moving aver...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2010
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| Online Access: | http://ndltd.ncl.edu.tw/handle/94t72q |