Application of Quantile Regression Model–The Empirical Examination for the Relationship among TX Market Return Rate, Trading Volume and Open Interest
碩士 === 淡江大學 === 財務金融學系碩士班 === 98 === This study applies quantile regression model to investigate the relationship between the TX market return rate, the trading volume and the open interest. In empirical study, we divided the data set into three parts, which are (1) all sample, (2) half sample, (3)...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2010
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| Online Access: | http://ndltd.ncl.edu.tw/handle/21674479246662750333 |