The Information Content and Transformation of Implied Volatility Index: Empirical Study of Taiwan Option
碩士 === 國立臺北大學 === 企業管理學系 === 96 === Taiwan Future Exchange contributed TXO on Dec 24th, 2001. In light of the booming volume of the option trade, the growing study on the “fear gauge” and the lack of analysis method for the domestic option market. This study will imitate the VXO of CBOE for the feat...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2008
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| Online Access: | http://ndltd.ncl.edu.tw/handle/74709963758715343305 |