dc.creator (作者) | 謝淑貞 | zh_TW |
dc.date (日期) | 2005-12 | en_US |
dc.date.accessioned | 3-Dec-2008 13:45:49 (UTC+8) | - |
dc.date.available | 3-Dec-2008 13:45:49 (UTC+8) | - |
dc.date.issued (上傳時間) | 3-Dec-2008 13:45:49 (UTC+8) | - |
dc.identifier.uri (URI) | https://nccur.lib.nccu.edu.tw/handle/140.119/12374 | - |
dc.format | application/ | en_US |
dc.language | en | en_US |
dc.language | en-US | en_US |
dc.language.iso | en_US | - |
dc.relation (關聯) | Academy of Taiwan Business Management Review, 1(2), 129-137 | en_US |
dc.subject (關鍵詞) | value-at-risk; APARCH; fat tails; RiskMetrics | - |
dc.title (題名) | Value-at-Risk Analysis for Taiwan Stock Index Futures Market | en_US |
dc.type (資料類型) | article | en |