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碩士 === 國立中央大學 === 財務金融學系在職專班 === 101 === This thesis uses EURUSD, USDJPY, and AUDUSD to study the forecasting ability of currency option implied volatility. Using the Garman and Klass (1980) estimator as the proxy of spot market volatility, we compare the fitting performance of implied volatility an...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2013
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| Online Access: | http://ndltd.ncl.edu.tw/handle/27719626281147127054 |