Investigation of Intraday Volatilities of Oil Futures Markets in Taiwan

碩士 === 逢甲大學 === 財務金融學系 === 107 === Various volatility models are frequently used in the previous literature to predict the volatility of the spot markets. Recently, the volatility forecasting models have been gradually applied to the financial derivatives markets. The intraday prices of the future...

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Bibliographic Details
Main Authors: LIN, SIAN-WEI, 林顯衛
Other Authors: YANG, MING-JING
Format: Others
Language:zh-TW
Published: 2019
Online Access:http://ndltd.ncl.edu.tw/handle/d9v52b