The Application of Option skewness in Stock Market
碩士 === 國立臺灣科技大學 === 財務金融研究所 === 95 === This study mainly researches the TXO which is Taiwan Stock Exchange Capitalization Weighted Stock Index (TAIEX) option that is daily closing prices from 2004 to 2006 and the TAIEX in Taiwan futures exchange and the Taiwan Economic Journal Data Bank (TEJ). First...
| 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/9k48bj |