The Effect of Stock Market Volatility on Futures Trading Activity

碩士 === 國立嘉義大學 === 管理研究所 === 92 === This research adopts the stochastic calculus and the Ito pro-cess to lead out the real example hypotheses, and emphasizes the dynamic relations among the current prices and the amount of the futures markets and among the prices of the futures and the sto...

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Bibliographic Details
Main Authors: Yang , Chia-Ming, 楊嘉銘
Other Authors: Ph D. Wang , Yu-Min
Format: Others
Language:zh-TW
Published: 2005
Online Access:http://ndltd.ncl.edu.tw/handle/76086416273704570191