Nonlinear Dynamics between the S&P500 Implied Volatility and Underlying Equity Index.
碩士 === 銘傳大學 === 財務金融學系碩士在職專班 === 94 === With analyzing the VIX of securities markets in American, the CBOE found that the emotion of securities-investors will be very much accounted for by the VIX. The facts agree with a lot of empirical evidences showing the interdependence, lead-lag relationship a...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2006
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| Online Access: | http://ndltd.ncl.edu.tw/handle/75gh26 |