The Selection of Explanatory variables for Implied Volatilities of Taiwan Stock Index Options
碩士 === 國立高雄第一科技大學 === 金融理財研究所 === 97 === There are a lot of studies about index option’s implied volatility. In this paper, we focus on Taiwan stock index option and emphasize on explanatory power on Taiwan stock index option’s implied volatility. We use three different independent variables to cons...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2009
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| Online Access: | http://ndltd.ncl.edu.tw/handle/32253366154604768870 |