投資人淨買壓對隱含波動率之探討

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Title:	投資人淨買壓對隱含波動率之探討
Other Titles:	The Impact of Net Buying Pressure for Different Investors on Implied Volatility
Authors:	林雅惠
Keywords:	淨買壓;隱含波動率;套利限制假說;學習假說;槓桿效果;資訊流動效果
Date:	2011-06
Issue Date:	2019-12-18 12:11:04 (UTC+8)
Appears in Collections:	[Graduate Institute & Department of Public Administration] Monograph

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