The Portfolio Value at Risk of Emergency Market before and after Subprime Mortgage Crisis- Evidence from Latin America Funds
碩士 === 銘傳大學 === 經濟學系碩士在職專班 === 98 === The article discuss the portfolio Value at Risk of emergency market before and after subprime mortgage crisis. In empirical study, the data period contains June 1,2006 to May 31,2009. We apply COV-VAR and Extreme value model to calculate the VaR during this pe...
| 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/83968715613415242755 |