Empirical Analysis of Cost-of-carry Theory with Conditional Heteroscedasticity : An Examination of The Indices Futures Market of Taiwan
碩士 === 國立中山大學 === 經濟學研究所 === 101 === In order to comprehend the relation between futures and spots, the Cost-of-carry model was used as the fundamental of this article, and the data of TAIEX futures and capitalization weighted stock index, electronic sector index futures and electronic sector index,...
Main Authors: | , |
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Other Authors: | |
Format: | Others |
Language: | zh-TW |
Published: |
2013
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Online Access: | http://ndltd.ncl.edu.tw/handle/96928427871248610932 |