The Dynamic Linear and Nonlinear Relationships Among Taiwan Stock Index, Trading Volume and Stock Index Futures
碩士 === 國防管理學院 === 國防財務資源研究所 === 91 === In this paper, Vector Autoregressive Models (VAR) is used to analyze the dynamic linear and nonlinear relationships among Taiwan stock index, trading volume and stock index futures. We take transaction value and transaction volume that are treated as...
| 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/28614635601463548083 |