Please use this identifier to cite or link to this item: http://hdl.handle.net/11455/73627
標題: 兩階段傳輸壓力事件之VaR壓力測試
VaR+Stress+Testing+for+Two-Stage+Transmission+Stress+Events
作者: 郭震坤
陳宏
李志偉
關鍵字: 壓力測試;風險值;兩階段傳輸
出版社: 臺中市:國立中興大學企業管理學系財務金融學系
Project: 臺灣管理學刊, Volume 2, Issue 2, Page(s) 21-37.
URI: http://hdl.handle.net/11455/73627
Appears in Collections:第02卷 第02期
管理學院

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