The LaVaR Investigation on Taiwan ETFs
碩士 === 靜宜大學 === 會計學系 === 105 === This study applies the empirical concepts of Bangia et al.(1999) and Al Janabi (2008,2010,2012) to test the LaVaR on TWSE leverage ETFs and inverse ETFs. The findings from September 1, 2014 to May 31, 2016 by 15 ETFs are as followings: (1) The traditional VaR shows 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/83485676019742299027 |