The relationship between TAIEX return and implied volatility spread in option markets
碩士 === 國立成功大學 === 財務金融研究所碩士在職專班 === 104 === This study aims to examine the relationship among domestic TW VIX index and TWSE index return as well as implied volatility spread and TWSE index return to verify how they influence on each other and whether there exists causality.This study uses time seri...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2016
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| Online Access: | http://ndltd.ncl.edu.tw/handle/24348914524737766423 |