Year | 2018 |
---|---|
Authors | Yu-Ying Tzeng |
Paper Title | 曾毓英*, 2018, 'Time Series Simulation with Randomized Quasi-Monte Carlo Methods: An Application to Value at Risk and Expected Shortfall, ' Computational Economics, pp.55-77.(*為通訊作者) |
Vol.No | 425883 |
Login Department of Risk Management & Insurance, NCCU
Year | 2018 |
---|---|
Authors | Yu-Ying Tzeng |
Paper Title | 曾毓英*, 2018, 'Time Series Simulation with Randomized Quasi-Monte Carlo Methods: An Application to Value at Risk and Expected Shortfall, ' Computational Economics, pp.55-77.(*為通訊作者) |
Vol.No | 425883 |