The Influence of Volatility and Open Interest on Future Price –The Application of Threshold Model
碩士 === 銘傳大學 === 經濟學系碩士在職專班 === 97 === This article primary discuss the influence of future volatility and open interest to future price. The empirical data derive from July 21st, 1998 to October 24, 2008 .Taiwan stock price index stock''s daily closing price, open interest volume and tradi...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2009
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| Online Access: | http://ndltd.ncl.edu.tw/handle/695x8r |