VaR Stress Testing for Two-Stage Transmission Stress Events

李志偉(Chih-Wei Lee)陳宏(Hung Chen)郭震坤(Cheng-Kun Kuo)2008-10-222018-06-292008-10-222018-06-292002http://ntur.lib.ntu.edu.tw//handle/246246/84768application/pdf124201 bytesapplication/pdfen-USVaR Stress Testing for Two-Stage Transmission Stress Eventsjournal article10.6295/TAMJ.2002.0202.02http://ntur.lib.ntu.edu.tw/bitstream/246246/84768/1/5.pdf