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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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