The Predictive Power and Forward Simulation between the Polaris Taiwan Top 50 Tracker Fund and TAIFEX Taiwan Stock Index Futures Price
碩士 === 國立成功大學 === 財務金融研究所 === 98 === This study wants to analyze the dynamic relationship between TAIFEX Taiwan Stock Index and Index Futures. We apply intraday hourly data of TAIFEX Taiwan Stock Index Futures and Polaris Taiwan Top 50 Tracker Fund from January 1, 2004 through December 31, 2009 in t...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2010
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/04689765530991857706 |