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    Value-at-Risk Estimations of Foreign Investments Involving Exchange Rate and Stock Market Risks - A Comparison between GARCH Family Models
    • Graduate Institute of Finance /106/ Master
    • Author: Cheng-Yuan Kao Advisor: Wei-Chung Miao
    • This thesis studies the effective measurement of Value-at-Risk (VaR) when investors hold positions …
    • Clicks: 208Downloads: 0
    • Full text public date 2023/07/14 (Intranet public)
    • Full text public date This full text is not authorized to be published. (Internet public)
    • Full text public date This full text is not authorized to be published. (National library)
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