Predictability of Taiwan Option VIX on Stock Returns and its Application to Investment
碩士 === 國立中興大學 === 高階經理人碩士在職專班 === 98 === The predictability of volatility index (denoted as VIX) on the return of underlying has received a vast of discussions. This thesis studies the predictability of the VIX from Taiwan stock index option on the returns of ETF50. Since the VIX on Taiwan stock...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2010
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| Online Access: | http://ndltd.ncl.edu.tw/handle/16326516592829572429 |