The information content of TXO’s volatility smile
碩士 === 國立屏東科技大學 === 財務金融研究所 === 95 === Volatility forecasting is a hot topic in financial markets. Even though various models have been developed, the final conclusion about the best volatility forecasting model has not come out yet. However, many scholars believe that the implied volatility model w...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2007
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| Online Access: | http://ndltd.ncl.edu.tw/handle/24641850583614176902 |