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    Please use this identifier to cite or link to this item: http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/95265


    Title: 納入基差收斂特性之期貨契約風險值估算
    Authors: 李進生;邱忠榮;袁淑芳
    Contributors: 淡江大學財務金融學系
    Keywords: 風險值;基差收斂;Value-at-Risk (VaR);Basis convergence effect
    Date: 2002-05
    Issue Date: 2014-02-12 00:00:46 (UTC+8)
    Relation: 2002年中華金融創新與財務工程學會研討會論文集,22頁
    Appears in Collections:[Graduate Institute & Department of Banking and Finance] Proceeding

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