An Analysis of the Relationship between Volatility Index and Stock Index ETF

碩士 === 國立中興大學 === 應用經濟學系所 === 104 === As stock market indices are not tradable, the importance and trading volume of Exchange Traded Fund (ETF) cannot be understated. ETFs track an index and attempt to replicate the performance of a specific index. Numerous studies have demonstrated a strong relatio...

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Bibliographic Details
Main Authors: Tai-Lin Hsieh, 謝岱霖
Other Authors: Chia-Lin Chang
Format: Others
Language:zh-TW
Published: 2016
Online Access:http://ndltd.ncl.edu.tw/handle/61791699678479511481