An Analysis Of Investor Behavior During Financial Crisis: Case of TAIEX Index Options
碩士 === 東海大學 === 經濟系 === 98 === This paper uses the daily data of TXO and risk-free rate to estimate the TAIEX index options. The results find that not only the relationship between spot return and volatility, it also shows the behavior of investor during stock market bubble. This article uses unit r...
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| Format: | Others |
| Language: | zh-TW |
| Online Access: | http://ndltd.ncl.edu.tw/handle/00166736561964455451 |