Nonlinear Asymmetric Dynamics between the Nikkei 225 Volatility Index and Index Futures
碩士 === 銘傳大學 === 財務金融學系碩士在職專班 === 94 === Abstract The volume of Japanese stock market is second largest all over the world. Both Nikkei 225 stock index and its derivatives deeply influence global financial market. Based on rules of CBOE volatility index, we properly revise the calculation of VIX to...
| 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/5872f8 |