The Correlation between KOSPI Opening and TAIFEX Futures Arbitrage Research
碩士 === 國立中興大學 === 高階經理人碩士在職專班 === 99 === There are the only stock markets of Japan and South Korea opened earlier to Taiwan futures market around Asia area. To examine the correlation of the open price between NIKKEI 225, KOSPI 200 Index and TAIEX, we also use the correlation feature to construct an...
Main Authors: | Chien-Cheng Peng, 彭健城 |
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Other Authors: | Shuh-Chyi Doong |
Format: | Others |
Language: | zh-TW |
Published: |
2011
|
Online Access: | http://ndltd.ncl.edu.tw/handle/95195552182099194284 |
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