政大機構典藏-National Chengchi University Institutional Repository(NCCUR):Item 140.119/53825

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政大典藏 > College of Commerce > Department of Finance > NSC Projects > Item 140.119/53825

Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/53825

Title:	門檻隨機波動方法下的風險值估計：以期貨及ETF為例
Other Titles:	Value-At-Risk Estimation with Threshold Stochastic Volatility Model: Futures and Etfs
Authors:	杜化宇
Contributors:	國立政治大學財務管理學系行政院國家科學委員會
Keywords:	期貨
Date:	2011
Issue Date:	2012-10-22 11:11:04 (UTC+8)
Relation:	應用研究學術補助研究期間:10008~ 10107 研究經費:760仟元
Data Type:	report
Appears in Collections:	[Department of Finance] NSC Projects

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File	Description	Size	Format
100-2410-H-004-061.pdf		1508Kb	Adobe PDF2	388	View/Open

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