A Study on Volume and Price Relationship in the Taiwan Stock Index and Stock Index Futures
碩士 === 國立高雄第一科技大學 === 財務管理所 === 90 === This paper employs OLS, ECM and Granger causality to study the relationship of the prices and volumes in the Taiwan stock index markets and Taiwan stock index futures markets. A GARCH model is used to examine the bilateral relation- ship between volume and pric...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2002
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| Online Access: | http://ndltd.ncl.edu.tw/handle/91970953376080707085 |