The Relationship between Gold Spot and Gold ETF Markets
碩士 === 淡江大學 === 財務金融學系碩士在職專班 === 97 === This thesis examined the relationship between gold spot and gold ETF index by using exponential GARCH model. Howerer, the gold ETF index and the gold spot price should be contemporaneously correlated. However, numerous studies found this paradoxical finding th...
| 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/69519220196564672124 |