Trading strategies of Taiwan Index Option Volatility
碩士 === 輔仁大學 === 金融研究所 === 96 === This research utilizes data from Taiwan Index Futures and Options for a time interval of 9:01 to 13:50 every day during the sample period of September 3rd, 2007 to March 31st, 2008. Implied volatility (IV) and GARCH volatility are calculated per minute from the data...
| 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/99140124913526307415 |