Do liquidity and sampling methods matter in constructing volatility indices? empirical evidence from Taiwan

Gespeichert in:
Bibliographische Detailangaben
Veröffentlicht in:International review of economics & finance
Weitere Verfasser: Tzang, Shyh-weir (BerichterstatterIn), Hung, Chih-hsing (BerichterstatterIn), Wang, Chou-wen (BerichterstatterIn), Shyu, David So-de (BerichterstatterIn)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: 2011
Schlagworte:
VIX > VXO > Sampling method > Rollover rules > Implied volatility > Index options > Taiwan Stock Exchange Index (TAIEX) options > Aufsatz in Zeitschrift
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