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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| Format: | Others |
| Language: | zh-TW |
| Published: |
2019
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| Online Access: | http://ndltd.ncl.edu.tw/handle/d9v52b |