THE TRADING STRATEGY OF TAIWAN SECURITIES MARKET BASED ON VOLATILITY INDEX

碩士 === 國立臺北大學 === 國際財務金融碩士在職專班 === 100 === This dissertation aims to study the relationships between volatility index and Taiwan securities market, and try to establish the long and short-term trading strategies of Taiwan securities market based on volatility index collected during the period of J...

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Bibliographic Details
Main Authors: Hung, Kuo-Sheng, 洪國勝
Other Authors: Dr. Chen, Dar-Shin
Format: Others
Language:zh-TW
Published: 2012
Online Access:http://ndltd.ncl.edu.tw/handle/59510023552616013908