Asymmetric effect of International Spot and Futures Stocks Markets
碩士 === 淡江大學 === 財務金融學系 === 90 === This paper examined the Asymmetric effect of International Spot and Futures Stocks Markets using GARCH model. In rational, efficiently markets, the stock index futures and the stock index should be contemporaneously correlated. Nevertheless, several studies found...
| 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/57685619981779433453 |