未平倉量、交易量、標的物波動率與套利:以台灣加權股價指數期貨實證研究
碩士 === 國立中正大學 === 財務金融所 === 97 === The purpose of this paper is to empirically examine the dynamic interactions and causal relations between arbitrage opportunities and a set of endogenous variables in the TX futures market. The sample period extends from January 2003 to December 2007. Volatility is...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2009
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| Online Access: | http://ndltd.ncl.edu.tw/handle/84789119910001170492 |