The Effects and Comparisons of Stock Index Futures Introductionon the Volatility of Spot Markets
碩士 === 中原大學 === 國際貿易研究所 === 93 === We research the effects of stock index futures trading on the volatility of the spot markets. Previous studies largely ignored the relationship between information and volatility and increasing volatility has been seen as a bad thing. Thus we use GARCH family model...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Online Access: | http://ndltd.ncl.edu.tw/handle/27080793285261565196 |