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碩士 === 國立成功大學 === 企業管理學系碩博士班 === 91 === This paper employs three volatility estimators (historical volatility estimator, Garman-Klass model and High-Low model) to investigate the relations between volatility, volume, and open interest (market depth) in Taiwan for stock index futures. In this study,...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2003
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| Online Access: | http://ndltd.ncl.edu.tw/handle/07424901056095125741 |