Compare Volatility Forecasting Power─Empirical in Taiwan Stock Warrant
碩士 === 淡江大學 === 財務金融學系 === 87 === The objective of this study is to compare the mispricing of option valuation models when alternate techniques are applied to the volatility estimation. The study use three methods to compare that are implied volatility, historic volatility and GARCH model. This stud...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
1999
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/00264107212725979146 |