The research on trading duration of the TXO options
碩士 === 銘傳大學 === 經濟學系碩士班 === 95 === This thesis use EACD(1,1) model for intraday TXO call and put data of Taifex Taiwan Futures Exchange. We fit into three explained variable, including trade volume, number of trade and time to maturity. We analyze the relationships among expected duration, trade vol...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2007
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| Online Access: | http://ndltd.ncl.edu.tw/handle/929y5c |