The Options Trading Strategies With Volatility Forecasting Recruiting Sentiment Indicators
碩士 === 國立高雄應用科技大學 === 金融系金融資訊碩士班 === 105 === This study adopts Engle and Gallo（2006） historical volatility model using TXO data and also recruiting the five indicators as investor sentiment indexes included: ARMS index, Turnover ratio(TO), Put-call trading volume ratio(PCV), Put-call option interest...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2017
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/g7k58n |