The information content of intraday implied volatilityfor future returns
碩士 === 國立臺灣大學 === 財務金融學研究所 === 98 === Prior studies find that daily implied volatility index predicts returns on future market. However, this study empirically investigates the information content of intraday implied volatility for future returns during the period from January 1999 to October 2009....
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| Format: | Others |
| Language: | en_US |
| Published: |
2010
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| Online Access: | http://ndltd.ncl.edu.tw/handle/54049212393666500627 |