A trading strategy based on the price-volume relationship between the spot index and futures contract for the Taiwan
碩士 === 國立臺北大學 === 企業管理學系 === 90 === This report examines the price-volume relationship between the Taiwan''s spot index and future employing a number of time series model. Using 5-min observations from 1998-1999 years, it is found that interact in the spot index and future.We make VAR mode...
| 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/93891355831585980587 |