VIX as Market Timing Indicator-Empirical Evidence from G-7 Stock Markets
碩士 === 義守大學 === 財務金融學系 === 102 === During investing stock markets, investors always try to find out an effective way of timing that can not only get the stable and high profits but also reduce investment risk. In this thesis, we use Chicago Board Options Exchange (CBOE) Volatility index (VIX) as mar...
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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/rmt6cm |