以風險值的觀點探討現行信用交易之最低擔保維持率

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Please use this identifier to cite or link to this item: https://irlib.pccu.edu.tw/handle/987654321/37810

Title:	以風險值的觀點探討現行信用交易之最低擔保維持率 Investigation on the Minimal Maintenance Ratio for Present Margin Trading Using Value at Risk
Authors:	邱建良林卓民洪瑞成陳逸君
Contributors:	財金系
Keywords:	信用交易最低擔保維持率風險值 Margin trading Margin minimal maintenance ratio VaR EWMA GARCH-t GARCH-beta-t
Date:	2004-09
Issue Date:	2017-08-24 14:42:08 (UTC+8)
Relation:	企業管理學報 62 民93.09 頁55-77
Appears in Collections:	[Department of Banking & Finance ] periodical articles

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