Volatility Index of Taiwan Stock Exchange –Construction and Related Properties
碩士 === 國立交通大學 === 財務金融研究所 === 93 === CBOE Volatility Index (VIX) was created in 1993, and ever since has become an important indicator of stock market volatility. Index option of Taiwan Stock Exchange (TSE) was issued in December, 2001.The purpose of this study is to construct Taiwan Volatility Inde...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2005
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| Online Access: | http://ndltd.ncl.edu.tw/handle/36485260062113812857 |