台灣指數期貨市場效率性-濾嘴法則之研究
碩士 === 國立政治大學 === 國際貿易研究所 === 92 === This thesis adopts futures data, which are the daily closing prices of the Taiwan Stock Exchange Capitalization Weighted Stock Index futures contracts. The sample period is from September 2, 1998 to September 30, 2003, a total of 1304 transaction days. The go...
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| Format: | Others |
| Language: | en_US |
| Published: |
2004
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| Online Access: | http://ndltd.ncl.edu.tw/handle/90357711170717664032 |