最適衰退因子下風險值模型於臺灣股市之實證與績效評估

Translated title of the contribution: Empirical Study on VaR Models with Various Optimal Decay Factors: Evidence from the Taiwan Stock Market

謝琮正

Research output: Types of Thesis › Master's thesis

Translated title of the contributionEmpirical Study on VaR Models with Various Optimal Decay Factors: Evidence from the Taiwan Stock Market
Original languageChinese (Traditional)
Supervisors/Advisors
  • Tsao, Chueh-Yung, Supervisor
StatePublished - 2012
Externally publishedYes

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