The Investment Strategies of Stock Market based on VIX Index
碩士 === 國立高雄應用科技大學 === 金融系金融資訊碩士在職專班 === 106 === This research explores the time series relevance between S&P500 and VIX based on VAR (Vector Autoregression model), further establish six sets of security threshold and dangerous threshold per VIX to construct stepwise dynamic adjusting investment...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2018
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/78aag7 |