The Study of Lead and Lag Relationship Among Stock Spot, Futures and Options--Financial Institution
碩士 === 大葉大學 === 會計資訊學系碩士班 === 103 === This research investigates the lead-lag relationships among three markets such as financial index options, financial index futures and financial stock index spot. We examine the relationships by utilizing the unit root test, granger causality test, vector autore...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2015
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| Online Access: | http://ndltd.ncl.edu.tw/handle/26862170116185429265 |