Characteristics of VIX used in empirical research of portfolio
碩士 === 國立臺北大學 === 企業管理學系 === 98 === The market implied volatility index (VIX) is compiled by Chicago Board Options Exchange (CBOE) in 1993.Some literatures already investigate the informational content of the implied volatility Index. Therefore, this paper focus characteristic of VIX on that used...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2010
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| Online Access: | http://ndltd.ncl.edu.tw/handle/32970464369650169256 |