Modeling Volatility Spillover and Hedging VIX ETN with SPY
碩士 === 國立中興大學 === 應用經濟學系所 === 105 === In recent years, the increasing frequency of Black Swan Events has made investors attach more importance to risk management, and also facilitated diverse development of assets for hedging, among which VIX ETPs linked to volatility risk is the most popular. Accor...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2017
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| Online Access: | http://ndltd.ncl.edu.tw/handle/tej65x |