年度103
等級SSCI
論文名稱Backtesting VaR in consideration of the higher moments of the distribution for minimum-variance hedging portfolios
全部作者Chuang, Chung-Chu; Wang, Yi-Hsien; Yeh, Tsai-Jung; Chuang, Shuo-Li
卷數Economic Modelling 42, pp.15–19
ISSN(ISBN)0264-9993
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