股價指數現貨與期貨關聯性機制之探討--以台股指數,電子,金融期貨為例
碩士 === 實踐大學 === 企業管理研究所 === 88 === ABSTRACT This study employed an Error Correction Model （ECM） to test the effect of information transmission between stock price and stock futures of Taiwan. The research is divided into three groups: group one（TSE Electronic Sector Index , Futures and T...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2000
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| Online Access: | http://ndltd.ncl.edu.tw/handle/05659113225588523737 |