A Study on Volatility Forecasting Models under Different Scenarios－Case of TAIEX Index Option
碩士 === 國立高雄應用科技大學 === 金融資訊研究所 === 96 === In order to evaluate the price of TAIEX options (TXO) accurately, this study applied Historical model, GARCH Model, Volatility Index (VIX), Implied Volatility Functions (IVF) and Genetic Algorism (GA) to estimate the volatility of option. Moreover, the estima...
| 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/38951960641521166390 |