Periodically Collapsing Bubbles and Option Pricing
碩士 === 國立中正大學 === 財務金融系研究所 === 105 === This paper analyzes Taiwan’s options during the bubble period and non-bubble period, the date of the analysis are January 2002 to December 2015. We used SADF to test the bubble period and non-bubble period. In the next step, we used five option pricing models:...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2017
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/748387 |