Interval Estimation of Value-At-Risk for Taiwan Weighted Stock Index Based on Extreme Value Theory

振宇陳

Research output: Contribution to journal › Article › peer-review

Cite this

@article{5990099653244b158bfb942a25c0aa4f,

title = "Interval Estimation of Value-At-Risk for Taiwan Weighted Stock Index Based on Extreme Value Theory",

author = "陳振宇",

year = "2008",

language = "繁體中文",

volume = "25",

journal = "工業工程學刊",

issn = "1017-0669",

publisher = "Taylor and Francis Ltd.",

number = "1",

}