The Forecasting Quality of TXO Implied Volatility Indexes
碩士 === 淡江大學 === 財務金融學系碩士班 === 94 === In 1993, Chicago Board Options Exchange (CBOE) introduced the volatility index VXO based on the famous Black-Scholes model and CBOE introduced new volatility index VIX in 2003. In Taiwan, however, since TAIEX options have listed in 2001, there is no formal volati...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2004
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| Online Access: | http://ndltd.ncl.edu.tw/handle/97488052033594630695 |