The Relationehip between Currency ETF and Economic Factors:The Application of ARIMAX-GARCH Model
碩士 === 中原大學 === 企業管理研究所 === 104 === Recently, the number of financial derivatives have been created to attract the business and public to invest. Among them, the Exchanged-Traded Fund (ETF) is one of the most stable financial derivatives and profitable. In 2005, the first currency ETF (euro IMF) has...
Main Authors: | , |
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Other Authors: | |
Format: | Others |
Language: | zh-TW |
Published: |
2016
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Online Access: | http://ndltd.ncl.edu.tw/handle/f5u85p |