Using the Moving-Average curve to Test the Performance of Spread Strategies in the Taiwan Stock-Index Option Markets
碩士 === 逢甲大學 === 經營管理碩士在職專班 === 93 === This research uses moving average curve index to examine the investment performance of Spreads Strategies in Taiwan Stock Index Options. All the sample data of the research directly come from Taiwan Stock on spot and Taiwan Stock Index Options from April 1,...
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| Format: | Others |
| Language: | zh-TW |
| Online Access: | http://ndltd.ncl.edu.tw/handle/57531233529769086953 |