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劉士賢
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金融海嘯前後外匯市場風險值與報酬率-以高收益貨幣匯率為例...
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Related Subjects
Autoregressive Conditional Heteroscedasticity
GARCH
Rolling Process
Rolling Window Size
Value at Risk
滾動程序
自我相關條件異質變異
視窗長度
風險值
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