A Study on the Dynamic Relationships between VIX and Stock Markets in BRICs

碩士 === 大葉大學 === 管理學院碩士在職專班 === 102 === Changes in volatility can be considered as the most uncontrolled variable in financial products, but it plays a quite important role to measure the price of financial products, hedge as well as risk management. Owing to American Stock Market acts a leader in BR...

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Bibliographic Details
Main Authors: LU CHUN YU, 盧俊宇
Other Authors: Yi-Hao Lai
Format: Others
Language:zh-TW
Published: 2014
Online Access:http://ndltd.ncl.edu.tw/handle/04109223819819870703