An Event Study about Implied Volatilities of Taiwan Stock Exchange Capitalization Weighted Stock Index Options
碩士 === 國立高雄科技大學 === 金融系 === 107 === There are a lot of studies about index option’s implied volatilities. In this paper, we focus on the study of implied volatilities of Taiwan stock index options by event study that based on the event day: February 6, 2018, and October 11, 2018. This paper draws th...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2019
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| Online Access: | http://ndltd.ncl.edu.tw/handle/v32u57 |