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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
by
劉士賢
,
Liu, Shin-Hsien
,
鍾惠民
,
Chung, Huimin
Published 2011
“
...
Taiwan
dollar
, Renminbi, and Singapore currency exchange rate Sample observations, so as to observe...
”
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Chung, Huimin
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Liu, Shin-Hsien
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劉士賢
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鍾惠民
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Autoregressive Conditional Heteroscedasticity
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GARCH
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Rolling Process
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Value at Risk
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滾動程序
自我相關條件異質變異
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風險值
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National Chiao Tung University: NCTU Institutional Repository
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