The Research of Long-term and Short-term Relationship between Prices and Return Rates of Taiwan Stock Exchange Capitalization Weighted Stock Index Futures and the Spot Markets
碩士 === 中國文化大學 === 國際企業管理研究所 === 89 === This research studied the relationship between the Taiwan stock index futures and the spot markets, and compared the predicting ability of the different predicting models. By applying to “the autoregressive model”, “ploynomial distributed lag regression”, and “...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2001
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| Online Access: | http://ndltd.ncl.edu.tw/handle/60353174258440966455 |