The Effect of VIX on the Mutual Fund Performance：The Case of Domestic Issue of the Asia-Pacific Regional Equity Fund
碩士 === 淡江大學 === 管理科學學系企業經營碩士在職專班 === 100 === The study researches the 35 Asia-Pacific regional equity funds issued in Taiwan before Dec. 2011 and discusses the influence of VIX Index and the Taiwan Volatility Index (TVIX) on the performance of mutual funds by using GARCH (1,1)-M Model. The result of...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2012
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| Online Access: | http://ndltd.ncl.edu.tw/handle/45155558038806097785 |