Causality Information between Options Volatility Index and Its Underlying Asset: Application of Efficient Threshold Co-integration Model on the DAX Index and Index Options
碩士 === 銘傳大學 === 財務金融學系碩士班 === 93 === Practically, the investors could have perceived the fears of a crash in index options, which put together index options and market swings, and welded them thoroughly; namely, implied volatilities could have been the real connection of crash premiums in index mark...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2005
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/3r249j |