A Study of price relationship between Finance Insurance Index and Finance Future
碩士 === 國立雲林科技大學 === 財務金融系碩士班 === 97 === This paper uses vector autoregression, Granger causality to test price relationship of Finance Insurance Index, Finance Future before and after Lehman Brothers Holdings bankrupt. We use daily closing price during 7/12/2006∼4/30/2009. We divide the sample into...
| 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/31765778307675318923 |