On the relation between Taiwan volatility index and index return: from a behavioral viewpoint
碩士 === 國立清華大學 === 計量財務金融學系 === 100 === We use Taiwan volatility index data from TAIFEX and TAIEX index return data from TWSE at both the daily and intraday level to examine the short-term dynamic relation and propose the behavior of investors to explain their relation. Then we describe investors’...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2012
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| Online Access: | http://ndltd.ncl.edu.tw/handle/31858458609613018325 |