股價指數期貨與現貨之關聯性研究-新加坡摩根台股指數期貨實證分析
碩士 === 國立政治大學 === 金融研究所 === 86 === This study investigates the lead-lag relationship of SIMEX MSCI Taiwan Indet futures and spot prices. The sample period is from 1998/3/1 to 1998/3/18. From the two cointegration tests of Engle-Granger''s(1987) "Two Step Estimation" and Johanse...
| Main Author: | |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
1998
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/29158692226276019172 |