Impacts of the CBOE Skew Index on the Taiwan Stock Index
碩士 === 國立臺北大學 === 經濟學系 === 104 === Investors pay lots of attention to variations of stock prices. However, stock markets crash from time to time without warning. This study thus tries to use the information-leading characteristic of stock option markets and adopt the volatility Skew Index proposed b...
| 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/55412283349435496945 |