Forecasting Taiwan Stock Market Crash and Hedging strategy─ The Application of Implied Moments Methods
碩士 === 東吳大學 === 財務工程與精算數學系 === 99 === Lots of studies discussed about the relationships between volatility indices and future returns on stock markets. However, few researches directly told us how to use these indices to avoid market crash risk. Therefore, this study focuses on the relationship betw...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2011
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| Online Access: | http://ndltd.ncl.edu.tw/handle/68441635873021651636 |