Estimating Value at Risk of PIIGS Countries -An Application of Extreme Value Theory
碩士 === 國立高雄應用科技大學 === 金融資訊研究所 === 100 === Europe's debt crisis continue to affect the global economy and the stock market in 2011, the center of the series of storms from Europe and five European countries: Portugal, Italy, Ireland, Greece , Spain, English initials of the five countries is the...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2012
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/90485227123249192397 |