Predicting Value At Risk Of Financial Products By Time-Varying Autoregressive Model
碩士 === 國立臺北大學 === 統計學系 === 100 === The fast growing of the theory of financial engineering and well developing of variety financial products in the financial market cause the evaluation of asset positions tends to diversification and complex, and the risk of access is increased as well. The major...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2012
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| Online Access: | http://ndltd.ncl.edu.tw/handle/57138128964382428165 |