The Relationship between Stock Index Return, Volatility Index, and Options Open Interest: An Example of TAIEX Options

碩士 === 國立成功大學 === 財務金融研究所 === 99

Bibliographic Details
Main Authors: Chun-YaoLin, 林群堯
Other Authors: CHUN-NAN CHEN
Format: Others
Language:en_US
Published: 2011
Online Access:http://ndltd.ncl.edu.tw/handle/67597138855636072789
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spelling ndltd-TW-099NCKU53040192016-04-08T04:22:27Z http://ndltd.ncl.edu.tw/handle/67597138855636072789 The Relationship between Stock Index Return, Volatility Index, and Options Open Interest: An Example of TAIEX Options 股價報酬指數、波動性指數及選擇權未平倉量的動態關係:以台灣指數型選擇權為例 Chun-YaoLin 林群堯 碩士 國立成功大學 財務金融研究所 99 CHUN-NAN CHEN 陳俊男 2011 學位論文 ; thesis 54 en_US
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language en_US
format Others
sources NDLTD
description 碩士 === 國立成功大學 === 財務金融研究所 === 99
author2 CHUN-NAN CHEN
author_facet CHUN-NAN CHEN
Chun-YaoLin
林群堯
author Chun-YaoLin
林群堯
spellingShingle Chun-YaoLin
林群堯
The Relationship between Stock Index Return, Volatility Index, and Options Open Interest: An Example of TAIEX Options
author_sort Chun-YaoLin
title The Relationship between Stock Index Return, Volatility Index, and Options Open Interest: An Example of TAIEX Options
title_short The Relationship between Stock Index Return, Volatility Index, and Options Open Interest: An Example of TAIEX Options
title_full The Relationship between Stock Index Return, Volatility Index, and Options Open Interest: An Example of TAIEX Options
title_fullStr The Relationship between Stock Index Return, Volatility Index, and Options Open Interest: An Example of TAIEX Options
title_full_unstemmed The Relationship between Stock Index Return, Volatility Index, and Options Open Interest: An Example of TAIEX Options
title_sort relationship between stock index return, volatility index, and options open interest: an example of taiex options
publishDate 2011
url http://ndltd.ncl.edu.tw/handle/67597138855636072789
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