Implied Volatility and Information Risk
碩士 === 元智大學 === 商學碩士班(財務金融學程) === 101 === We link volatility and information asymmetry, and designed to fill the gap between them by empirical evidence of implied volatility and stock price jump. Many previous papers indicate that implied volatility have good predictive power to know the volatility...
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| Format: | Others |
| Language: | en_US |
| Online Access: | http://ndltd.ncl.edu.tw/handle/52444118621734601454 |