淡江大學機構典藏:Item 987654321/23469
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    Please use this identifier to cite or link to this item: https://tkuir.lib.tku.edu.tw/dspace/handle/987654321/23469


    Title: A nested VaR bootstrapping with fat tail correction for equity portfolio in Taiwan
    Authors: Lu, Yang-cheng;林允永;Lin, Yun-yung
    Contributors: 淡江大學財務金融學系
    Date: 1999
    Issue Date: 2009-11-30 17:40:40 (UTC+8)
    Relation: 1999 PACAP/FMA annual meeting and conference, Singapore
    Appears in Collections:[Graduate Institute & Department of Banking and Finance] Proceeding

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