The Informational Effect of TXO Trading Volume on the Spot and Futures Markets
碩士 === 國立臺北大學 === 合作經濟學系 === 93 === The purpose of this study is to detect the informational effect of Taiwan stock index option trading volume on the spot and futures markets. This research has applied two models. Firstly, we use AR-EGARCH(1,1) model to examine the effect of options trading introdu...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2005
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| Online Access: | http://ndltd.ncl.edu.tw/handle/28640030892301214328 |