A Study of Spread Trading Strategies for Taiwan Stock Index Market – The Application of Moving Average Model and Cointegration Model

碩士 === 國立虎尾科技大學 === 經營管理研究所 === 100 === Highly leveraged and diversify futures can provide investors as investment choices or risk management tools, so the investment strategies has attracted the attention of investors. The most used of investment strategies is spread trading, it can gain profits fr...

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Bibliographic Details
Main Authors: Ching-Wen Huang, 黃敬雯
Other Authors: Chien-Tai Wu
Format: Others
Language:zh-TW
Published: 2012
Online Access:http://ndltd.ncl.edu.tw/handle/y7dg6q