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    1

    Kullback-Leibler Information Control Chart Based on Gumbel Distribution for Monitoring Extreme Values

    2

    Does Subprime Mortgage Crisis Have Asymmetric and Structural Change on U.S. Stock Market?
    This full text is not authorized to be published.AA
    • / Department of Economics /101/ Master
    • Author: Hsiao, Ren-Han Advisor: Tsai, Chun-Li  
    •   This paper applies “extreme value theory” to examine if risk indices of 23 sectoral indices bas...
    • Clicks: 287Downloads: 1

    3

    Study of the Jump-Diffusion Model for the VaR under the Asymmetry of the Conditional Volatility
    • / Department of Statistics /97/ Master
    • Author: Huang, Wei-cheng Advisor: Huang, Ming-chin  
    • Many studies point out that the financial markets have characteristics of the asymmetry of the co...
    • Clicks: 290Downloads: 1

    4

    Does 921 Earthquake Have Asymmetric and Structural Change on Taiwan’s Stock Market?
    • / Department of Economics /98/ Master
    • Author: Chen, Shu-Yi Advisor: Tsai, Chun-Li  
    • This paper applies “extreme value theory” to investigate if risk indices of 26 industries in ...
    • Clicks: 351Downloads: 6

    5

    Extreme-Value Theory and Its Financial VaR Applications
    Internet public:
    2027-07-20 AA
    • / Department of Statistics /95/ Master
    • Author: Wang, Yung-Tzu Advisor: Huang, Min-Ching  
    • This thesis studied the extreme value theory on the estimation of the VaR for the financial inves...
    • Clicks: 305Downloads: 0

    6

    The Measurements of Value at Risk on Exchange Rates
    • / Graduate Institute of Finance /94/ Master
    • Author: Lin, En-Ju Advisor: none  
    • Financial disasters have emphasized the importance of effective risk management for financial ins...
    • Clicks: 329Downloads: 0
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