Application of Copula Models in Financial Management
碩士 === 國立交通大學 === 統計學研究所 === 103 === The thesis investigates the application of copula models in financial risk management. Value at Risk (VaR) is often used to measure the potential loss of financial assets. Estimation of VaR involves making assumptions about the joint behavior of multivariate retu...
| Main Authors: | , |
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| Format: | Others |
| Language: | en_US |
| Published: |
2015
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| Online Access: | http://ndltd.ncl.edu.tw/handle/89203499901046703323 |