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College of Bioresources and Agriculture / 生物資源暨農學院
Agricultural Economics / 農業經濟學系
GARCH估測風險值(VaR)績效之探討
Details
GARCH估測風險值(VaR)績效之探討
Journal
台灣銀行季刊
Journal Volume
62
Journal Issue
4
Pages
234-243
Date Issued
2011
Author(s)
柯博倫
雷立芬
URI
http://www.bot.com.tw/publications/quarterly/documents/62_4/62_4_10.pdf
http://scholars.lib.ntu.edu.tw/handle/123456789/365560
Type
journal article