Please use this identifier to cite or link to this item: http://hdl.handle.net/11455/79652
標題: Role of Trading Volume on the Estimation of Dynamic Extreme Value-at-Risk in Futures Markets
其他標題: 交易量在估計期貨市場動態極端風險值的角色
作者: 黃明祥
Huang, Ming-Hsiang
楊永列
黃憲彰
陳俊儒
Yang, Yung-Lieh
Huang, Shuan-Chang
Chen, Jiun-Ju
關鍵字: 動態極值模型;Dynamic EVT-based VaR Model;交易量;風險值決定;Trading Volume;Determinant of VaR
出版社: Department of Applied Economics
中興大學應用經濟學系
Project: 應用經濟論叢, Issue 88, Page(s) 1-28.
URI: http://hdl.handle.net/11455/79652
ISSN: 0546-9600
Appears in Collections:第88期
農業經濟研究所

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