An Empirical Analysis on the Co-Movement of TVIX and Various Countries’ Indices
碩士 === 國立臺灣大學 === 國際企業學研究所 === 101 === In this study, use the error correction model to explore the relationship among the Taiwan Volatility Index (TVIX), the NASDAQ Index, the KOSPI and the SSE B-share index, about whether there is the leader-follower phenomenon. If there is the relationship among...
| 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/57689673176363625975 |