The Pricing Model of SIMEX Taiwan Stock Index Futures
碩士 === 國立成功大學 === 國際企業研究所 === 86 === This research is based on MSCI Taiwan Index Futures. Empirical period is from January 9, 1997 through March 31, 1998, and only the nearest maturity contract is chosen to be tested. The conclusions of this study are as...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
1998
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/22708083898898870792 |