The Return-Volume relationship in Taiwan Index Future
碩士 === 淡江大學 === 財務金融學系 === 90 === According the Return-Volume relationship model(MDH model)is builded by Epps and Epps(1976)which is the investment behavior in financial market. We applied the GARCH model to fit the MDH model by Lamoureux and Lastrapes(1990)。In order to discuss trading vo...
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/n68c6w |