An Application of GARCH, SSVR and Grey Theorem on Taiwan Single Stock Futures Arbitrage
碩士 === 國立臺灣科技大學 === 資訊管理系 === 99 === Single-stock futures(SSFs) are futures contracts on individual stocks. Since its launch in the beginning of 2010 in Taiwan, it was once touted as fresh, attracted both investors and arbitrageurs. The advantage of trading SSFs for arbitrage is that it eliminates t...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2011
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| Online Access: | http://ndltd.ncl.edu.tw/handle/09532973336937967314 |