The Influence of Information from Options Markets on Volatility of Futures Markets - Evidence from Taiwan
碩士 === 逢甲大學 === 統計學系 === 105 === Abstract This study investigates the influence of information from option markets on volatility of futures markets. The trading volume, open interest, non-market maker’s net demand for volatility, and put-call ratio are measured by using the information from Tai...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2017
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| Online Access: | http://ndltd.ncl.edu.tw/handle/76988699810402226418 |