The Economic Value of Trading Realized Volatility：Evidence from Taiwan Index Options Market
碩士 === 國立交通大學 === 財務金融研究所 === 93 === This research is to investigate the information content in TAIEX options market by using the “realized” volatility approach. We compare forecasts of the realized volatility of the TAIEX options, calculated from intraday data, over horizons ranging from one day to...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2005
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| Online Access: | http://ndltd.ncl.edu.tw/handle/57728709237767977913 |