A Study of ETFs in Arbitrage of Taiwan Stock Index Futures
碩士 === 淡江大學 === 管理科學研究所 === 92 === This research is to analyze if there are any arbitrage opportunities by trading Taiwan Stock Index Futures and Exchange Trade Fund (ETF).The data period of research is from August 1, 2003 to December 17, 2003, including five nearby futures contracts and 26190 mater...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2004
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| Online Access: | http://ndltd.ncl.edu.tw/handle/80066746727141101897 |