文章詳目資料
Asia Pacific Management Review ScopusTSSCI
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| 篇名 | The Tail Fatness and Value-at-Risk Analysis of TAIFEX and SGX-DT Taiwan Stock Index Futures |
|---|---|
| 卷期 | 9:4 |
| 作者 | Huang, Yu Chuan 、 Lin, Chu-hsiung 、 Chang Chien, Chang-cheng 、 Lin, Bor-jing |
| 頁次 | 729-751 |
| 關鍵字 | Value-at-risk 、 Tail index 、 Conditional VaR-x approach 、 Risk metrics 、 Monte Carlo simulation 、 Scopus 、 TSSCI |
| 出刊日期 | 200408 |
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