Profitability Analysis of TAIEX Index and Futures Strategies

碩士 === 國立政治大學 === 國際經營與貿易研究所 === 101 === The main purpose of this study is to examine the TAIEX futures and spot prices, using the spreads between TAIEX futures and spot prices as an indicator to trade TAIEX futures. The robustness check consists of data divided into different market conditions such...

Full description

Bibliographic Details
Main Author: 方薌
Other Authors: 郭炳伸
Format: Others
Language:zh-TW
Online Access:http://ndltd.ncl.edu.tw/handle/75885171186864972225