The Information Content of TAIEX Options Implied Volatility, Skewness, and Kurtosis
碩士 === 國立臺灣大學 === 財務金融學研究所 === 94 === Practically, the application of options implied second moment, implied volatility, is very popular, but the study of implied third moment, skewness, and fourth moment, kurtosis, is seldom. One of the main economic functions of trading derivatives is to “mine” th...
| Main Authors: | , |
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| Format: | Others |
| Language: | en_US |
| Published: |
2006
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| Online Access: | http://ndltd.ncl.edu.tw/handle/08682112450774743439 |