標題: 獨特性風險波動率之趨勢: 共同基金持股與衍生性市場交易之實證
Recent Dynamics of Idiosyncratic Volatility: Evidences from Mutual Fund Holding and Derivatives Trading
作者: 周佑恩
Chou, Yu-En
黃宜侯
Huang, Yi-Hou
財務金融研究所
關鍵字: 獨特性波動率;資訊風險;共同基金持股;波動率風險溢酬;隱含波動率曲線斜率;Idiosyncratic Volatility;Information Risk;Mutual Fund Holding;Volatility Risk Premium;the Slope of Implied Volatility Curve
公開日期: 2015
URI: http://140.113.39.130/cdrfb3/record/nctu/#GT070253936
http://hdl.handle.net/11536/126632
Appears in Collections:Thesis