學術產出-Periodical Articles
Article View/Open
Publication Export
-
題名 Mitigating Tail-fatness, Lepto Kurtic and Skewness Problems in VaR Estimation via Markov Switching Settings--An Empirical Study on Major TAIEX Index Returns 作者 林修葳;饒秀華;黎明淵 日期 1999-12 上傳時間 3-Dec-2008 13:57:14 (UTC+8) 關聯 中國財務學刊, 7(3), 61-94 資料類型 article dc.creator (作者) 林修葳;饒秀華;黎明淵 zh_TW dc.date (日期) 1999-12 en_US dc.date.accessioned 3-Dec-2008 13:57:14 (UTC+8) - dc.date.available 3-Dec-2008 13:57:14 (UTC+8) - dc.date.issued (上傳時間) 3-Dec-2008 13:57:14 (UTC+8) - dc.identifier.uri (URI) https://nccur.lib.nccu.edu.tw/handle/140.119/12540 - dc.format application/pdf en_US dc.format.extent 320491 bytes - dc.format.mimetype application/pdf - dc.language en en_US dc.language en-US en_US dc.language.iso en_US - dc.relation (關聯) 中國財務學刊, 7(3), 61-94 en_US dc.title (題名) Mitigating Tail-fatness, Lepto Kurtic and Skewness Problems in VaR Estimation via Markov Switching Settings--An Empirical Study on Major TAIEX Index Returns en_US dc.type (資料類型) article en