VIX with Weekly Options and Its Information Content
碩士 === 國立清華大學 === 計量財務金融學系 === 102 === In May, 2012, Chicago Board Options Exchange, CBOE, published a new regulatory circular, extending the listings of weekly options. Under this new rule, weekly options trading has become more active than before. Therefore, in this article, we study the volatilit...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2014
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| Online Access: | http://ndltd.ncl.edu.tw/handle/09766552973700399234 |