A Research about value at Risk of Taiwan stock index option
碩士 === 國立高雄第一科技大學 === 金融營運所 === 95 === This article research about value at risk of Taiwan stock index option . We use two methods to estimate this volatility— Moving average method and Exponentially weighted moving average method. In order to count the Moving average method of moving window we used...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2007
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| Online Access: | http://ndltd.ncl.edu.tw/handle/51052690446424237486 |