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pro vyhledávání: '"王佳璿"'
Autor:
Chia-Hsuan Wang, 王佳璿
100
The thesis uses the EGARCH model to capture the characteristics of volatility asymmetry in TAIFEX index options, and adopt GJR-GARCH as the robustness model. We divided trading volume and open interest into expected and unexpected sections t
The thesis uses the EGARCH model to capture the characteristics of volatility asymmetry in TAIFEX index options, and adopt GJR-GARCH as the robustness model. We divided trading volume and open interest into expected and unexpected sections t
Externí odkaz:
http://ndltd.ncl.edu.tw/handle/70325396922044561393
