On forecasting Taiwanese stock index option prices : the role of implied volatility index
Jying-Nan Wang, Hung-Chun Liu & Lu-Jui Chen
| Year of publication: |
September 2017
|
|---|---|
| Authors: | Wang, Jying-Nan ; Liu, Hung-Chun ; Chen, Lu-Jui |
| Published in: |
International journal of economics and finance. - Toronto, ISSN 1916-971X, ZDB-ID 2531850-0. - Vol. 9.2017, 9, p. 133-136
|
| Subject: | VIX | TXO | option | BS model | GARCH | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Index-Futures | Index futures | Taiwan | Aktienindex | Stock index | ARCH-Modell | ARCH model | Prognoseverfahren | Forecasting model | Optionsgeschäft | Option trading |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.5539/ijef.v9n9p133 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011762731