The Information Content of TAIEX Options Implied Volatility Index—Empirical Study of New VIX
碩士 === 國立臺灣大學 === 財務金融學研究所 === 92 === In 1993, the Chicago Board Options Exchange (CBOE) introduced the Market Volatility Index (VXO) which measures market expectations of near term volatility conveyed by stock index market. VXO is often referred to as the “investor fear gauge”. VXO provides a real-...
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| Format: | Others |
| Language: | zh-TW |
| Online Access: | http://ndltd.ncl.edu.tw/handle/15149711347659353046 |