The Relationship between Stocks Returns of Financial Holding Companies and the Market Risk – An Application of Copula Models
碩士 === 逢甲大學 === 風險管理與保險學系 === 105 === The financial industry belongs to the chartered industry with highly leveraged characteristics, so the risk of its operation is extremely concerned. On the other hand, the stock market in Taiwan is a shallow-plate market and vulnerable to external effects, and t...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2017
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| Online Access: | http://ndltd.ncl.edu.tw/handle/g9w3e4 |