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題名 Value-at-Risk Analysis for Taiwan Stock Index Futures Market
作者 謝淑貞
關鍵詞 value-at-risk; APARCH; fat tails; RiskMetrics
日期 2005-12
上傳時間 3-十二月-2008 13:45:49 (UTC+8)
關聯 Academy of Taiwan Business Management Review, 1(2), 129-137
資料類型 article
dc.creator (作者) 謝淑貞zh_TW
dc.date (日期) 2005-12en_US
dc.date.accessioned 3-十二月-2008 13:45:49 (UTC+8)-
dc.date.available 3-十二月-2008 13:45:49 (UTC+8)-
dc.date.issued (上傳時間) 3-十二月-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 enen_US
dc.language en-USen_US
dc.language.iso en_US-
dc.relation (關聯) Academy of Taiwan Business Management Review, 1(2), 129-137en_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 Marketen_US
dc.type (資料類型) articleen