Volatility Forecasting Model and Volatility Trading Strategy： Constructing Technology Indexes Approach
碩士 === 輔仁大學 === 金融與國際企業學系金融碩士班 === 102 === This studies based on using one minute within a day of the TXO as an object. As a unit of 1K per 30 minutes, and as the MHV model arrange with the Granger causality test to pick out the technology index, the ATR, which included the different realized volati...
| 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/j8u2s3 |