搜尋:volatility

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Money,Output and Stock Price ...

Real output Multivariate EC-EGARCH(1,1)model Volatility asymmetric effects Volatility spillovers.....more

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Asymmetric Volatility: Pre and...

波動性不對稱 EGARCH模型 亞洲金融風暴 Asymmetric volatility EGARCH Asian financial crisis 國家圖書館 20030800 期刊論文 楊踐為.....more

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On the Statistical Equivalence...

equation Stochastic volatility 國家圖書館 20031000 期刊論文 Brown,Lawrence D. Wang,Yazhen Zhao,Linda H.....more

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International Information Tran...

Futures Multivariate EC-EGARCH model Volatility feedback effect Cross-market volatility spillovers.....more

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A Bootstrap Method to Calculat...

Boostrap Emerging markets Value-at-risk Stochastic volatility EM algorithm 國家圖書館 20070600 期刊論文 Fuh.....more

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A Study of the Return and Vola...

Taiwan stock and futures market Trivariate GARCH Stochastic volatility 國家圖書館 20040800 期刊論文 Kao, Yii.....more

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Examining Multiple Volatility ...

Multi-β international capital asset pricing model Equity return volatility Correlation.....more

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Short-Run and Long-Run Effects...

ARCH Exchange rate volatility Exports Error-correction model 國家圖書館 20051200 期刊論文 Aurangzeb.....more

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The “Lack” of Volatility Tra...

Exchange rate Target zones Volatility trade-offs Sticky prices Overshooting 國家圖書館 20020400 期刊論文.....more

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Price and Volatility Spillover...

Exchange rate Stock price Bivariate EGARCH model Asymmetric volatility spillover 國家圖書館 20040800 期刊論.....more

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Nonlinear Co-movements and Cau...

波動度指數 波動度隱含指數 因果 情緒 門檻共整合模型 Volatility index Implied index from volatility Causality Sentiment.....more

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動態隱含波動度模型:以臺指選擇...

隱含波動度 波動度函數 不對稱GARCH 波動度預測 Delta避險 Implied volatility Volatility function Asymmetric GARCH.....more

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臺指選擇權隱含波動率指標對真實...

隱含波動率 波動率指數 真實波動率 指數選擇權 資訊內容 Implied volatility Volatility index Realized volatility Index option.....more

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臺灣股價指數期貨與現貨市場資訊...

波動性不對稱 跨市場波動 波動性外溢 EGARCH-X模型 介入模式 Volatility asymmetry Corss-market volatility Volatility.....more

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現貨、近月期與近季期股價指數期...

股價指數期貨 波動性不對稱 跨市場波動性外溢 波動性反饋 Stock index futures Volatility asymmetry Cross-market volatility.....more

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