The Study of the Correlation between TXO Implied Volatility and TAIEX

The Study of the Correlation between TXO Implied Volatility and TAIEX

Show other versions (1)

碩士 === 銘傳大學 === 財務金融學系碩士班 === 92 ===

Bibliographic Details
Main Author:	彭正修
Other Authors:	李進生
Format:	Others
Language:	zh-TW
Published:	2004
Online Access:	http://ndltd.ncl.edu.tw/handle/10375925152061508170

Similar Items

The Study of the Correlation between TXO Implied Volatility and TAIEX
by: Jeng-Shiou Peng, et al.
Published: (2004)

The Relation between the Implied Volatility of TXO and the Spot Price of TAIEX under Different Moneyness in Bull and Bear Market
by: Lee, Jyun-Long, et al.
Published: (2005)

Study on the Cause of the Skew on Implied Volatility of TXO?
by: Hsiao-Yun Huang, et al.
Published: (100)

The Forecasting Quality of TXO Implied Volatility Indexes
by: Fang Ching Chao, et al.
Published: (2004)

Affecting Factors on Implied Volatility Surface of TXO
by: Wei-Tzu-Ya, et al.
Published: (2005)

The Impact of Market Imperfection on the Implied Volatility of TXO
by: Chang Yu-Ching, et al.
Published: (2009)

The Impact of Market Imperfection on the Implied Volatility of TXO
by: Chang Yu-Ching, et al.

TXO implied volatility smile phenomenon and volatility smile curve
by: LIN YAO CHING, et al.
Published: (2008)

An Empirical Studies of the Model-Free Implied Volatility-Use TXO
by: Wen-Chin Huang, et al.
Published: (2007)

AN ANALYSIS OF THE RELATIONSHIP BETWEEN MARKET SENTIMENT AND TAIEX TREND--WITH AN APPLICATION TO TXO VOLATILITY
by: Wun-jin Yan, et al.
Published: (2007)

THE RELATIONSHIP BETWEEN THE IMPLIED VOLATILITIES OF TXO AND THE SPOT PRICE UNDER MONEYNESS
by: Lee, Sui-Ja, et al.
Published: (2004)

The Variable of TAIEX Warrant Implied Volatility
by: Bo-Yen Zeng, et al.
Published: (2015)

Error analysis of Model-free Implied Volatility-use TXO
by: Lu-Chung Lin, et al.
Published: (2008)

Implied Volatility of Put Option of TXO and Investment Strategies Testing
by: Lin, Ching-Wei, et al.
Published: (2014)

The Study on The Expiration Day Effect and The Implied Volatility Smile Curve of TXO
by: You-chen Lin, et al.
Published: (2007)

The Information Content of TAIEX Options Implied Volatility, Skewness, and Kurtosis
by: Shu-Hsiu Chen, et al.
Published: (2006)

Predictable Dynamics in the TAIEX Option Implied Volatility Surface
by: Tie-Lin Huang, et al.
Published: (2007)

The Information Content of TAIEX options Implied Volatility Index
by: Chia-Yu, Lu, et al.
Published: (2003)

The relationship between TAIEX return and implied volatility spread in option markets
by: Wen-IChen, et al.
Published: (2016)

An Empirical Study of TAIEX Options Implied Volatility and Trading Strategy
by: Li-Chun Huang, et al.
Published: (2007)

Explores the Factors of the Daily Changes in TXO Implied Volatility Surface with Principle Component Analysis
by: Kuo Che Nan, et al.
Published: (2003)

The Information Content and Forecasting Ability of TAIEX Options Implied Volatility
by: Min-Fu Chen, et al.
Published: (2008)

An Empirical Analysis of the Forecasting Performance of Implied Volatility on TAIEX Options
by: Mei-Yi Lu, et al.
Published: (2007)

A Study on Creating the Optimal Estimate of Implied Volatility by Using Genetic Algorithm –Evidences from TXO
by: Mao-Hua Lee, et al.
Published: (2009)

The Relationship Between Asymmetry Properties Of Implied VolatilityInTaiex Options And Stock Index Returns
by: Ke,Ding-Wei, et al.
Published: (2012)

Empirical Study of Predictable Dynamics of Implied Volatility Surface: The Case of TAIEX Options
by: Wan-ling Hong, et al.
Published: (2008)

Higher Order Moments in TXO Returns Implied by Option Prices
by: Chan, Hui-Wen, et al.
Published: (2006)

The Information Content of TAIEX Options Implied Volatility Index—Empirical Study of New VIX
by: Mu-Wei Chiang, et al.

The Method of Determining Daily Settlement Prices of the TAIEX Options －Application of the Implied Volatility Functions
by: Sheng-Kai Huang, et al.
Published: (2005)

The Method of Determining Daily Settlement Prices of the TAIEX Options －Application of the Implied Volatility Functions
by: Sheng-Kai Huang, et al.
Published: (2005)

Application of the Model-Free Implied Volatility to Value at Risk: Evidence from the TAIEX Options
by: Yu-Ming Lin, et al.
Published: (2009)

The informational content of implied volatility, skewness and kurtosis:The empirical evidence from TAIEX options
by: Jen-Chieh Kuo, et al.
Published: (2007)

The information content of TXO’s volatility smile
by: Zeng Li-Shu, et al.
Published: (2007)

Research on the estimation power of Model-free implied volatility to TAIEX, a surveillance on financial crisis
by: Huai-Ju Chen, et al.
Published: (2012)

A Research for the Optimal Volatility Index in TXO
by: Shan-Yuan Chang, et al.
Published: (2006)

The Effects of Volatility Functions on TXO Forecasting Performance
by: Sheng-Ting Lin, et al.
Published: (2012)

The Study on Expiration Day Effect of TXO and Volatility Smile
by: Zhen-hsiang Shin, et al.
Published: (2007)

Analysis of Pricing and Hedging Performance of TXO with Two Volatility State Variables
by: Feng-jeng Lin, et al.
Published: (2005)

TXO Trading Strategy – Application on Volatility Smile
by: Yu-Chien Tung, et al.
Published: (2007)

The study of the Taiwan Stock Index Volatility and Operation Strategy of TXO
by: Li Shing-Wei, et al.
Published: (2007)