The Study of Seasonal Spillover Effect and Leverage Effect for Global Exchange Traded Funds
碩士 === 中原大學 === 企業管理研究所 === 97 === This article examined the relationship between Exchange Traded Funds（ETF） and stock indexes in US, Canada, France and Germany. This study used monthly data basically started from 1999 April and ended in 2009 March. After estimating the fitted GARCH-SARIMA and EGARC...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2009
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| Online Access: | http://ndltd.ncl.edu.tw/handle/51358559267510659250 |