An Empirical Study of The Effect of Index Futures Trading on Spot Market Volatility and Information Transmission~Take Taiwan, Financial, and Electronic Stock Indexes For Example
碩士 === 國立雲林科技大學 === 財務金融系碩士班 === 92 === In my thesis, my topic is does the listing of SIMEX, TAIFEX, TE, and TF affect the volatility of spot market or improve the speed and efficiency in transferring information about the spot market by means of the model GARCH based on the daily data of SIMEX, TAI...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2004
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/31122488010640191053 |