The Response of Returns and Volume to the Information Shocks-An Empirical Study of Taiwan Index Futures Markets
碩士 === 淡江大學 === 財務金融學系碩士班 === 95 === This paper investigates the response of returns and volume to different information shocks in Taiwan Index Futures Markets using bivariate moving average representation (BMAR) and bivariate vector autoregression (BVAR) methodologies. In particular, the related co...
| 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/223yjw |