Relationship between VIX and Stochastic Volatility
碩士 === 國立暨南國際大學 === 財務金融學系 === 104 === This study investigated the information content of volatility in the stock market. We used the approach of Javaheri (2005) and Zhang and Zhu(2006) to estimate implied volatility and conducted the empirical analysis with the historical volatility (HV) and the Vo...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2016
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| Online Access: | http://ndltd.ncl.edu.tw/handle/86540448870858623419 |