A Study of Lead/lag Relationship among Taiwan Stock Index, Futures, and Options
碩士 === 東吳大學 === 財務工程與精算數學系 === 103 === This research is to examine and evidence the price lead and lag relationship for the stock index of the Taiwan stock exchange corporation with stock index futures and stock index options of the Taiwan futures exchange corporation. Among which, to measure the...
| 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/33894840756478327588 |