期货var英文文献阅读笔记.pdfVIP

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鏂囩尞闃呰绗旇 鏂囩尞鍚嶏細Value-at-Risk Analysis for Taiwan Stock Index Futures: Fat Tails and Conditional Asymmetries in Return Innovations 鍑哄锛歊eview of Quantitative Finance and Accounting, 22: 79 鈥?5, 2004 浣滆€咃細YU CHUAN HUANG锛 Department of Finance, National Kaohsiung First University of Science and Technology, Kaohsiung, Taiwan,Republic of China 鎽樿锛氭湰鏂囨楠屼簡涓夌 Value-at-risk 锛圧iskmetrics,姝f€ APARCH,瀛︾敓 鍒嗗竷 APARCH锛夌殑棰勬祴琛ㄧ幇銆備綔鑰呭紑鍙戝苟姣旇緝鍑轰袱绉嶆彁楂樻ā鍨嬫€ц兘鐨勬敼杩涳細闈炲 绉版潯浠舵柟宸強鍘氬熬鍒嗗竷銆傛ā鍨嬬殑鎬ц兘鐢辫В鍐虫ā鍨嬫纭€т互鍙婃晥鐜囩殑涓€绯诲垪鎸囨爣鏉 鑰冨療銆傛枃涓娇鐢ㄤ簡TAIFEX 鍜孲GX-DT 鍙版咕鑲℃寚鏈熻揣鐨勬棩鏁版嵁銆備綔鑰呯殑鐮旂┒

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