A Study of Spread of the Stock Index Futures:Spreads of Sector Index Futures and Intermarket Spread
碩士 === 國立成功大學 === 高階管理碩士在職專班 === 95 === This thesis examines the spread trading of the TAIFEX Taiwan stock index futures and the MSCI Taiwan stock index futures. Daily time series data from 5/26/2003 to 7/7/2006 are analyzed in this study. The KD index is adopted to set the condition of non-opportun...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2007
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| Online Access: | http://ndltd.ncl.edu.tw/handle/03687315910733236282 |