A Study on the Relationships of Stock Index、Futures and Options Market

碩士 === 國立臺北大學 === 合作經濟學系 === 92 === The trading volumes of index futures and index options are observed to have increased , which implies that the relationships among them are getting closed now . The purpose of this study is to detect the relationships by investigating the effect of causality , vol...

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Bibliographic Details
Main Authors: Lin, Shih-Hsiang, 林士翔
Other Authors: Hsiao, Jung-Lieh
Format: Others
Language:zh-TW
Published: 2004
Online Access:http://ndltd.ncl.edu.tw/handle/70599311879495796556