搜尋:volatility

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The Effects of Volatility Smil...

Volatility smile Implied volatility Warrant Hedge Arbitrage 國家圖書館 20010200 期刊論文 Chen,Son-nan Chen.....more

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Intra-Day Features of Realized...

Intra-day volatility Realized volatility Istanbul stock exchange 國家圖書館 20020400 期刊論文 Kayahan, Burc.....more

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A Note on the Sharpe Ratio for...

Sharpe ratio Long memory Generalized stochastic volatility processes Long-memory stochastic.....more

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A Note on the Sharpe Ratio for...

Sharpe ratio Long memory Generalized stochastic volatility processes Long-memory stochastic.....more

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Is Implied Volatility Sensitiv...

Currency options Implied volatility Realized volatility MATLAB Within-month-maturity options Next.....more

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Implementing the Implied Volat...

隱含波動樹 核迴歸 隱含波幅曲面 Implied volatility tree Kernel regression Implied volatility surface 國家圖書館.....more

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Pricing and Hedging Interest R...

定態波動函數 駝峯波動函數 歐元利率選擇權 多因子模型 Deterministic volatility function Hump volatility function Euribor.....more

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淺談選擇權的Volatility

選擇權 價格波動率 Volatility 國家圖書館 19981100 期刊論文 傅治中 淺談選擇權的Volatility 臺灣期刊論文索引系統 來源期刊:元大期貨 卷期:6 民87.11 頁次:頁.....more

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Relative Volatility 與 Tompera...

Relative Volatility Tomperature 國家圖書館 期刊論文 鄭壁經 Relative Volatility 與 Tomperature 的關係 臺灣期刊論文索引系統 來源期.....more

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Fundamentalist, Time-series A...

Fundamentalist Exchange rate Time-series analyses Volatility Markov-switching 國家圖書館 20080300 期刊論文.....more

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The Volatility Spillover from ...

Volatility of stock returns Market returns Disaggregated industry stocks GARCH 國家圖書館 20110400 期刊論文.....more

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Cause-and-Effect between Impli...

Implied volatility Currency options price Granger causality test MATLAB Bilateral causality 國家圖書館.....more

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Is Volatility of Equity Market...

Volatility Volume Multiple equation models Nonparametric methods 國家圖書館 20030400 期刊論文 Giannikos.....more

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Stock Returns and Volatility i...

Emerging markets Stock returns Volatility Semiparametric GARCH 國家圖書館 20050400 期刊論文 Shin, Jaeun.....more

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股價與產出波動不對稱的外溢效應

股價波動 產出波動 門檻向量自我迴歸模型 波動外溢 Stock return volatility Economic growth volatility Threshold vector.....more

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