Research in Futures Price Discovery:Evidence from International Futures Markets
碩士 === 世新大學 === 財務金融學研究所(含碩專班) === 104 === This paper is based on the data of future and spot for US., DE., Jp., HK., and TW.. investigate the price discovery role. The data was measured from January 5, 2012 to December 30, 2015 every day. The tools apply ADF Unit Root Test, Vector Autoregression (V...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2016
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| Online Access: | http://ndltd.ncl.edu.tw/handle/83369664380847110751 |