The Spot Volatility Estimations and the Pricing of Stock Index Futures
碩士 === 國立高雄第一科技大學 === 金融營運所 === 92 === The Spot Volatility Estimations and the Pricing of Stock Index Futures Student:HSIU HUI Chen Advisors:Dr. Jan Chung Wang Department of Financial Operations National Kaohsiung First University of Science and Technology. ABSTRACT...
Main Authors: | Hsiu-hui Chen, 陳秀慧 |
---|---|
Other Authors: | NONE |
Format: | Others |
Language: | zh-TW |
Published: |
2004
|
Online Access: | http://ndltd.ncl.edu.tw/handle/58248566516004679186 |
Similar Items
-
The Study of Factors Impacting Price & VolumeVolatility on Spot Stock &Future IndexMarket In Taiwan
by: Chih-Ming Chen, et al.
Published: (2004) -
The effect of futures trading on spot stock index volatility
by: Szu-Chen Liu, et al.
Published: (2002) -
THE EFFECT OF TRADING VOLUME ON VOLATILITY BETWEEN TAIWAN STOCK INDEX FUTURES AND SPOT PRICES
by: Guo-Qiang Wang, et al.
Published: (2003) -
The Price Relationship among Taiwan Stocks Index Spot﹐ SIMEX MSCI Taiwan Stock Index Spot and Futures
by: Yu-Ching Chen, et al.
Published: (2008) -
The Effect of Stock Index Futures Trading on the Cash Stock Price Volatility
by: Chen ,Yeh-shiu, et al.
Published: (1996)