The Forecasting Quality of Implied Volatility─Evidence from Taiwan and U.S. Market
碩士 === 淡江大學 === 財務金融學系 === 87 === Fleming(1998a) uses S&P100 index option to discuss whether implied volatility is an unbiased estimator of stock market volatility and whether the forecasting error of implied volatility and the market information set have orthogonal relationship. The empirical r...
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| Format: | Others |
| Language: | zh-TW |
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1999
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| Online Access: | http://ndltd.ncl.edu.tw/handle/19881806953447980077 |