Study on The Volatility of Taiwan Stock Market

碩士 === 靜宜大學 === 財務工程學系 === 108 === Volatility is one of the important parameters in terms of pricing derivative financial products, calculation of risks, and asset allocation of portfolios. In the market, volatility values are not the same using different calculation methods. In this thesis, we stud...

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Bibliographic Details
Main Authors: YEH,HSIAO-HSIEN, 葉孝賢
Other Authors: LIN,CHI-TIEN
Format: Others
Language:zh-TW
Published: 2019
Online Access:http://ndltd.ncl.edu.tw/handle/mp6hsy