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以分位數Garch & E-Garch迴歸模式來驗證中國CFX上海金融期...

梁立聰

以分位數Garch & E-Garch迴歸模式來驗證中國CFX上海金融期貨交易所滬深指數與美國NYSE 紐約證劵交易所道瓊指數與台灣TAIFEX期貨指數之間的報酬率與風險之間的關係對投資者的影響 = = Using the Quantile Garch & E-Garch Autoregression model to verify China CFX Shanghai Financial Futures Exchange Shanghai Shenzhen Index versus US NYSE New York Stock Exchange Dow Jones Index Versus Taiwan TAIFEX Futures Index inter of the relationship between return and risk for investors /

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
正題名/作者:	以分位數Garch & E-Garch迴歸模式來驗證中國CFX上海金融期貨交易所滬深指數與美國NYSE 紐約證劵交易所道瓊指數與台灣TAIFEX期貨指數之間的報酬率與風險之間的關係對投資者的影響 =/ 梁立聰.
其他題名:	Using the Quantile Garch & E-Garch Autoregression model to verify China CFX Shanghai Financial Futures Exchange Shanghai Shenzhen Index versus US NYSE New York Stock Exchange Dow Jones Index Versus Taiwan TAIFEX Futures Index inter of the relationship between return and risk for investors /
其他題名:	Using the Quantile Garch & E-Garch Autoregression model to verify China CFX Shanghai Financial Futures Exchange Shanghai Shenzhen Index versus US NYSE New York Stock Exchange Dow Jones Index Versus Taiwan TAIFEX Futures Index inter of the relationship between return and risk for investors.
作者:	梁立聰
出版者:	雲林縣 :國立虎尾科技大學 , : 民109.07.,
面頁冊數:	[7], 52面 :圖, 表 ; : 30公分.;
附註:	指導教授: 張麗娟.
標題:	value at risk. -
電子資源:	電子資源

以分位數Garch & E-Garch迴歸模式來驗證中國CFX上海金融期貨交易所滬深指數與美國NYSE 紐約證劵交易所道瓊指數與台灣TAIFEX期貨指數之間的報酬率與風險之間的關係對投資者的影響 = = Using the Quantile Garch & E-Garch Autoregression model to verify China CFX Shanghai Financial Futures Exchange Shanghai Shenzhen Index versus US NYSE New York Stock Exchange Dow Jones Index Versus Taiwan TAIFEX Futures Index inter of the relationship between return and risk for investors /
梁立聰

以分位數Garch & E-Garch迴歸模式來驗證中國CFX上海金融期貨交易所滬深指數與美國NYSE 紐約證劵交易所道瓊指數與台灣TAIFEX期貨指數之間的報酬率與風險之間的關係對投資者的影響 =Using the Quantile Garch & E-Garch Autoregression model to verify China CFX Shanghai Financial Futures Exchange Shanghai Shenzhen Index versus US NYSE New York Stock Exchange Dow Jones Index Versus Taiwan TAIFEX Futures Index inter of the relationship between return and risk for investors /Using the Quantile Garch & E-Garch Autoregression model to verify China CFX Shanghai Financial Futures Exchange Shanghai Shenzhen Index versus US NYSE New York Stock Exchange Dow Jones Index Versus Taiwan TAIFEX Futures Index inter of the relationship between return and risk for investors.梁立聰. - 初版. - 雲林縣 :國立虎尾科技大學 ,民109.07. - [7], 52面 :圖, 表 ;30公分.

指導教授: 張麗娟.

碩士論文--國立虎尾科技大學財務金融系碩士班.

含參考書目.

(平裝).Subjects--Topical Terms:

1246576
value at risk.

以分位數Garch & E-Garch迴歸模式來驗證中國CFX上海金融期貨交易所滬深指數與美國NYSE 紐約證劵交易所道瓊指數與台灣TAIFEX期貨指數之間的報酬率與風險之間的關係對投資者的影響 = = Using the Quantile Garch & E-Garch Autoregression model to verify China CFX Shanghai Financial Futures Exchange Shanghai Shenzhen Index versus US NYSE New York Stock Exchange Dow Jones Index Versus Taiwan TAIFEX Futures Index inter of the relationship between return and risk for investors /
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246 1 1 $a Using the Quantile Garch & E-Garch Autoregression model to verify China CFX Shanghai Financial Futures Exchange Shanghai Shenzhen Index versus US NYSE New York Stock Exchange Dow Jones Index Versus Taiwan TAIFEX Futures Index inter of the relationship between return and risk for investors.
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504 $a 含參考書目.
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650 # 4 $a EGarch model. $3 1246573
650 # 4 $a Garch model. $3 1246572
650 # 4 $a ARCH model. $3 1246571
650 # 4 $a Quantile Regression. $3 1246570
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650 # 4 $a 報酬率. $3 1085793
650 # 4 $a 單根檢定. $3 1047176
650 # 4 $a EGarch模型. $3 1246569
650 # 4 $a Garch模型. $3 1246568
650 # 4 $a ARCH模型. $3 1085812
856 7 # $u https://handle.ncl.edu.tw/11296/b4n2m2 $z 電子資源 $2 http