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並前往https://www.researchgate.net/figure/Main-Features-of-SGX-DT-and-TAIFEX-Futures-Markets_tbl1_265000960

Main Features of SGX-DT and TAIFEX Futures Markets

This paper employs the conditional VaR-x model to estimate the Value-at-Risk (VaR) of two Taiwan stock index futures contracts, the TAIFEX and the SGX-DT.

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