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Showing items 1-6 of 6 (1 Page(s) Totally)
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| 淡江大學 |
2020-01 |
The impact of liquidity on portfolio value-at-risk forecasts.
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Hung, Jui-Cheng;Su, Jung-Bin;Chang, Matthew C.;Wang, Yi-Hsien |
| 淡江大學 |
2020-01 |
The impact of liquidity on portfolio value-at-risk forecasts.
|
Hung, Jui-Cheng;Su, Jung-Bin;Chang, Matthew C.;Wang, Yi-Hsien |
| 淡江大學 |
2014-05 |
Why Does Skewness and the Fat-Tail Effect Influence Value-at-Risk Estimates? Evidence from Alternative Capital Markets
|
Su, Jung-Bin; Lee, Ming-Chih; Chiu, Chien-Liang |
| 淡江大學 |
2009-09 |
Value-at-Risk Forecasts in Gold Market under Oil Shocks
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Cheng, Wan-hsiu; Su, Jung-bin; Tzou, Yi-pin |
| 淡江大學 |
2008-11 |
Value-at-risk in US stock indices with skewed generalized error distribution
|
Lee, Ming-chih; Su, Jung-bin; Liu, Hung-chun |
| 淡江大學 |
2008 |
The estimation and forecasting of value-at-risk for financial commodities
|
蘇榮斌; Su, Jung-bin |
Showing items 1-6 of 6 (1 Page(s) Totally)
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