The relationship between Taiwan stock index and index futures with trading strategy
碩士 === 國立成功大學 === 統計學系碩博士班 === 97 === The thesis studies the relationship between Taiwan stock index and index futures for major conservative investors who are unwilling to use the margin in stock trading. We apply models such as VECM, GARCH-M , TARCH, EGARCH and state space model to demonstrate the...
| 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/35958898777565893701 |