共移效果、多重結構改變及預測— 波動指數相關研究

This thesis examined the volatility index (VIX) and derivative volatility indexes of financial commodities impact on underlying assets, applying VIX of signal country, commodities ETF-VIX, VIX-ETF and the equity-VIX. Through the relationship between volatility index and SP at the same time the Recurrent Neural Network (RNN) model generated the most accurate predicting performance.