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 / by: (Language materials, printed)

報酬率.

EGarch模型.

EGarch model.

單根檢定.

value at risk.

Garch model.

ARCH model.

Quantile Regression.

ARCH模型.

Garch模型.

return rate.

Unit root test.

風險值.