認購權證報酬率與標的股報酬率波動關聯性之研究－二元GARCHModel之應用
碩士 === 國立臺北大學 === 企業管理學系 === 88 === Essentially, the warrant in Taiwan is a kind of options. Based on the characteristics of the warrant, the value of a warrant has close relation with its underlying stock(s) during the whole trading period. To a certain degree, there could be interaction between th...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2000
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| Online Access: | http://ndltd.ncl.edu.tw/handle/34706354297629184435 |