Assessment of Value at Risk of Taiwan Index Futures After-hours Trading System
碩士 === 東吳大學 === 國際經營與貿易學系 === 106 === This study aims to investigate whether the after-hours trading (AHT) system brings a better investing environment to investors by estimating the changes of the value at risk (VaR) of the Taiwan stock index futures before and after the AHT system opened. The samp...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2018
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| Online Access: | http://ndltd.ncl.edu.tw/handle/man3p5 |