Relationship And Dynamic Interactions Between S&P500 Spot And Futures Stock Market
碩士 === 國立成功大學 === 會計學系 === 87 === Abstract In this paper, we would set up EGARCH model which combined with the research of the first moment and second moment and improved the defect of past research to realize the relationship of S&P500 index stock returns and index futures returns an...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
1999
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| Online Access: | http://ndltd.ncl.edu.tw/handle/77921808575747723638 |