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
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Online Access: | http://ndltd.ncl.edu.tw/handle/67597138855636072789 |
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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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en_US |
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Others
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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 |
work_keys_str_mv |
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