The Relationship Between Volatility Index in TXO and Market Quality─a Quantile Regression Approach
碩士 === 國立高雄第一科技大學 === 財務管理所 === 98 === In 2003, CBOE amend Volatility Index(VIX) to measure the investors fear index. When the higher the volatility index, on behalf of investors expect the future stock price volatility index the more severe, which means that investors feel the future is the panic;...
Main Authors: | Hsiu-ying Chen, 陳秀盈 |
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Other Authors: | Ming-hsien Chen |
Format: | Others |
Language: | zh-TW |
Published: |
2010
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Online Access: | http://ndltd.ncl.edu.tw/handle/99026183817301673332 |
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