Shang Ming Liu 謝淑貞 2006 05 Modeling Daily Value at risk for MSCI Taiwan Index Futures Returns by using FIGARCH model with Student t Density 台灣財務金融學會年會暨財務今融保險不動產學術研討會台灣財務金融學會為通訊作者

Year	2006
Authors	SHWU-JANE SHIEH
Paper Title	Shang-Ming Liu;謝淑貞, 2006.05, 'Modeling Daily Value-at-risk for MSCI Taiwan Index Futures Returns by using FIGARCH model with Student-t Density, ' 台灣財務金融學會年會暨財務今融保險不動產學術研討會, 台灣財務金融學會.(為通訊作者)
Reference URL	http://nccur.lib.nccu.edu.tw/handle/140.119/24133
Date of Publication	2006-05-01
ISI Number	212729