Research on the transfer effects of Taiwan Index Futures and MSCI Taiwan Index Futures to Taiwan weighted stock index under the Financial Tsunami according to Tripartite GARCH
碩士 === 嶺東科技大學 === 財務金融研究所 === 98 === This paper period from January 1, 2000 to September 18, 2009, using date information, variables include Taiwan weighted stock price index, MSCI Taiwan Index Futures and Taiwan Index Futures of the date of shipment information as this sample, using multivariate GA...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2010
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| Online Access: | http://ndltd.ncl.edu.tw/handle/76563669760076849979 |