Mitigating Tail-fatness, Lepto Kurtic and Skewness Problems in VaR Estimation via Markov Switching Settin...

Title	Mitigating Tail-fatness, Lepto Kurtic and Skewness Problems in VaR Estimation via Markov Switching Settings--An Empirical Study on Major TAIEX Index Returns
Creator	林修葳;饒秀華;黎明淵
Date	1999-12
Date Issued	3-Dec-2008 13:57:14 (UTC+8)
Relation	中國財務學刊, 7(3), 61-94
Type	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