Volatilities Characteristics and Return on TAIEX
碩士 === 逢甲大學 === 財務金融學系碩士班 === 106 === This study examines the information derived from the volatilities of the Taiwan Exchange Stock Index (TAIEX) and its effect on the return on TAIEX. We retrieve the daily data on the TAIEX option trading from January 2, 2002 to December 31, 2013.We develop altern...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2014
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| Online Access: | http://ndltd.ncl.edu.tw/handle/2r6y4v |