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Commonality in Liquidity & Liquidity Adjusted VaR

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Identiferoai:union.ndltd.org:NSYSU/oai:NSYSU:etd-0711104-203021
Date11 July 2004
CreatorsChen, Hsiao-Chuan
ContributorsL. Paul Hsueh, Ya-Chiu Angela Liu, Tai Ma
PublisherNSYSU
Source SetsNSYSU Electronic Thesis and Dissertation Archive
LanguageCholon
Detected LanguageEnglish
Typetext
Formatapplication/pdf
Sourcehttp://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0711104-203021
Rightsnot_available, Copyright information available at source archive

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