An Empirical Study of Volatility Index Trading Strategy in Stock Market

碩士 === 國立暨南國際大學 === 管理學院經營管理碩士學位學程碩士在職專班 === 100 === This article uses the U.S. S & P index VIX composed of 16 kinds of trading strategies,view the U.S. S & P index,the Taiwan Weighted Index,the Hong Kong Hang Seng Index and Japan's Nikkei 225 index from 1993-2012 in four different regi...

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Bibliographic Details
Main Authors: Sfeng-Yuan Cho, 周聖淵
Other Authors: Lin Lin
Format: Others
Language:zh-TW
Published: 2012
Online Access:http://ndltd.ncl.edu.tw/handle/55192666940391058587