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 |