臺指選擇權市場活動性與臺灣加權股價指數波動性之關聯性
碩士 === 國立中正大學 === 財務金融研究所 === 101 === This study examines the dynamic relationship between option market activity and cash market volatility on the TAIEX index before and after the financial crisis in 2007. We employ OMA、CMV、TWR、USR and analyze them by using Unit Root test, Johensen Co-integrati...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2013
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| Online Access: | http://ndltd.ncl.edu.tw/handle/46080832650870818413 |