Estimation of effects of multiple-listed warrants with various hedge on the return rate and volatility of underlying stocks and call warrants
碩士 === 真理大學 === 財經研究所 === 96 === This research uses Volume-GARCH model to estimate the effects of multiple-listed warrants with various hedge on the return rate and volatility of underlying stocks and call warrants. The data in this study were collected from 2003 to 2007 in Taiwan call warrants mark...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2008
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/39717739121043341245 |