Using the Short-term volatility and the Long-term volatility to Test the Performance of Investment in Taiwan Stock-Index Options Market

碩士 === 逢甲大學 === 經營管理碩士在職專班 === 96 === The purpose of this research is make a simulation as an empirical study through the short-term volatility and the long-term volatility, to find out the turning point of the Taiwan Stock-Index Options Market by the approach and out signals with these two indicato...

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Bibliographic Details
Main Authors: Che-Wei Chang, 張哲維
Other Authors: none
Format: Others
Language:zh-TW
Published: 2008
Online Access:http://ndltd.ncl.edu.tw/handle/57242481317110625478