The Information Content of Implied Volatility Index for Realied Volatility and Index Return: Evidence from Taiwan Index Option Market
碩士 === 嶺東科技大學 === 財務金融研究所 === 96 === In 1993, the Chicago Board Options Exchange（CBOE）presented the Volatility Index （VIX）of S&P100, which is used for estimate investors’ expectation to the volatility of stock market in the future, afterwards, it is widely accepted by market. Because it can desc...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2008
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| Online Access: | http://ndltd.ncl.edu.tw/handle/11836261379900614899 |