An Investigation of VIX、VaR、RVOL and ROI on TAIFEX Futures and Options
碩士 === 靜宜大學 === 會計學系 === 102 === This paper uses Granger model and EGARCH model to investigate rewards and risk of TX，call and put of TXO，then uses exogenous variable to substitute Granger model and EGARCH model the sensitive analysis. The results are as follows：(1)the rewards of call affects the re...
| 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/15999861949590932055 |