Information Contents of Implied Volatility Index: Evidences from Taiwan Option Market
碩士 === 國立清華大學 === 科技管理研究所 === 96 === This study investigates information contents of Taiwan volatility index (TVIX) from two perspectives. We test whether TVIX subsumes the information of forecast candidates and further provides additional information not contained in these forecasts through general...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2008
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/30464339064711637298 |