VIX ETNs hedging strategies using GARCH models
碩士 === 國立政治大學 === 金融學系 === 105 === Since the 2008 financial crisis, along with the black swan events, the volatility of global stock market has intensified, and VIX index becomes an important indicator for investors to measure the volatility of the stock market. However, if investors would like to u...
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| Format: | Others |
| Language: | zh-TW |
| Online Access: | http://ndltd.ncl.edu.tw/handle/xb5pd4 |