搜尋:volatility

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Nonparametric Covariance Model...

 Volatility 國家圖書館 20100100 期刊論文 Yin, Jianxin Geng, Zhi Li, Runze Wang, Hansheng Nonparametric Covariance.....more

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Single-Index Volatility Models...

 Tong,Howell Li,W. K. Single-Index Volatility Models and Estimation 臺灣期刊論文索引系統 來源期刊:Statistica.....more

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Posterior Mode Estimation for ...

Filtering Kalman filter Quadratic hill-climbing Stochastic volatility model Time series 國家圖書館.....more

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Heterogeneity of Traders as a ...

Rate Volatility: Some Simulation Results Based on a Descriptive Model 臺灣期刊論文索引系統 來源期刊:財務金融學刊 卷期:11:2.....more

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Empirical Tests of Pricing of ...

Warrants Options pricing model Historical voltility Implied volatility 國家圖書館 19980800 期刊論文 Shyu.....more

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Estimation for State-Space Mod...

Approximate likelihood Importance sampling Non-linear state space models Stochastic volatility.....more

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The Effect of Money to Output ...

Money growth Money volatility Output 國家圖書館 20040600 期刊論文 Ni,Yen-sen Wu,Man-hwa The Effect of Money.....more

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Application of Quantile Regres...

VaR Quantile regression Volatility GARCH 國家圖書館 20050600 期刊論文 Chen,Mei-yuan Chen,Jau-er Application.....more

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淺談選擇權與Imply Volatility

國家圖書館 期刊論文 鄭立誠 淺談選擇權與Imply Volatility 臺灣期刊論文索引系統 來源期刊:國際投資月刊 卷期:16 民92.11 頁次:頁41-47 C03068258 .....more

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Beating the Random Walk: Intra...

Beating the Random Walk: Intraday Seasonality and Volatility in a Developing Stock Market 臺灣期刊論文索引系統.....more

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Market Opening and Stock Marke...

Market opening Volatility Market efficiency 國家圖書館 20020400 期刊論文 Li, Qi Market Opening and Stock.....more

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臺股認購權證定價之研究

 Pricing model Historical volatility Implied volatility 國家圖書館 19980700 期刊論文 徐守德(Shyu, So-de) 官顯庭(Kuan.....more

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混合分配假說、風險、交易量、股...

混合分配假說 價量關係 條件異質不對稱性 EGARCH(1,1)-M模型 MDH Volatility-volume relations Asymmetric volatility EGARCH-M.....more

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股票、外匯與貨幣市場報酬率關聯...

and interest rate returns Volatility spillover effect Volatility asymmetric effect Stock 國家圖書館 20070900.....more

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波動率模型之預測、評價與避險--...

指數選擇權 隱含波動率 波動率預測 選擇權評價 選擇權避險 VIX Index option Implied volatility Volatility forecasts Option.....more

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