Price Discovery in Taiwan Index Futures, Financial Futures, and Electronic Futures
碩士 === 銘傳大學 === 風險管理與統計資訊研究所 === 92 === This paper uses Granger causality to investigate price discovery in three Taiwan index futures markets: TAIFEX Taiwan index futures, Electronic Futures, and Financial Futures. Another purpose is to test that does there have any arbitrage opportunity? Per minut...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Online Access: | http://ndltd.ncl.edu.tw/handle/47811341822610266330 |