Real Diagnosis Study for Trading Strategies of Index derivatives by using the volatility index of Taiwan Futures Exchange
碩士 === 國立中正大學 === 財務金融所 === 96 === Our research uses VIX (the volatility index calculated with new method) and VXO (the volatility index calculated with used method) for Taiwan as research objections, both are established by Taiwan Futures Exchange (TAIFEX), to investigate the daily and intra-day vo...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2008
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| Online Access: | http://ndltd.ncl.edu.tw/handle/69628389516280434126 |