Performance of VaR under GARCH Model-Evidence from Taiwan Stock Exchange

碩士 === 國立中正大學 === 國際經濟研究所 === 102

Bibliographic Details
Main Authors:	Chou, Yu-Lin, 周佑霖
Other Authors:	Hung, Bwo-Nung
Format:	Others
Language:	zh-TW
Published:	2014
Online Access:	http://ndltd.ncl.edu.tw/handle/534x42

id	ndltd-TW-102CCU00324016
record_format	oai_dc
spelling	ndltd-TW-102CCU003240162019-05-15T21:03:45Z http://ndltd.ncl.edu.tw/handle/534x42 Performance of VaR under GARCH Model-Evidence from Taiwan Stock Exchange GARCH模型評估風險值的表現－以臺灣證劵市場為例 Chou, Yu-Lin 周佑霖碩士國立中正大學國際經濟研究所 102 Hung, Bwo-Nung 黃柏農 2014 學位論文 ; thesis 75 zh-TW
collection	NDLTD
language	zh-TW
format	Others
sources	NDLTD
description	碩士 === 國立中正大學 === 國際經濟研究所 === 102
author2	Hung, Bwo-Nung
author_facet	Hung, Bwo-Nung Chou, Yu-Lin 周佑霖
author	Chou, Yu-Lin 周佑霖
spellingShingle	Chou, Yu-Lin 周佑霖 Performance of VaR under GARCH Model-Evidence from Taiwan Stock Exchange
author_sort	Chou, Yu-Lin
title	Performance of VaR under GARCH Model-Evidence from Taiwan Stock Exchange
title_short	Performance of VaR under GARCH Model-Evidence from Taiwan Stock Exchange
title_full	Performance of VaR under GARCH Model-Evidence from Taiwan Stock Exchange
title_fullStr	Performance of VaR under GARCH Model-Evidence from Taiwan Stock Exchange
title_full_unstemmed	Performance of VaR under GARCH Model-Evidence from Taiwan Stock Exchange
title_sort	performance of var under garch model-evidence from taiwan stock exchange
publishDate	2014
url	http://ndltd.ncl.edu.tw/handle/534x42
work_keys_str_mv	AT chouyulin performanceofvarundergarchmodelevidencefromtaiwanstockexchange AT zhōuyòulín performanceofvarundergarchmodelevidencefromtaiwanstockexchange AT chouyulin garchmóxíngpínggūfēngxiǎnzhídebiǎoxiànyǐtáiwānzhèngjuànshìchǎngwèilì AT zhōuyòulín garchmóxíngpínggūfēngxiǎnzhídebiǎoxiànyǐtáiwānzhèngjuànshìchǎngwèilì
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Performance of VaR under GARCH Model-Evidence from Taiwan Stock Exchange

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