Trend or Contrarian Trading ? Empirical Study of the Volatility Threshold Indicator in Taiwan Stock Index Futures and Taiwan Stock Index Options
碩士 === 國立虎尾科技大學 === 經營管理研究所 === 100 === By using the implied volatilities of TAIEX options and their underlying index, this study tries to build an indicator, namely the volatility threshold indicator. The purpose of this study is divided into two parts: In the first part, this study tries to inves...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2012
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| Online Access: | http://ndltd.ncl.edu.tw/handle/un2s5c |