THE ESTIMATION OF SECURITY PRICE VOLATILITIES IN THE TAIWAN STOCK MARKET
碩士 === 國立高雄師範大學 === 數學系 === 91 === This paper presents a simple estimation for security prices volatility.The method we propose to use is an extension of the price derivatives with respect to the constant volatility. First, we select 27 individual stock of the Taiwan stock Exch...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2003
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| Online Access: | http://ndltd.ncl.edu.tw/handle/59168766403586264774 |