Applying VECM Model to explore Relationship among ETF50 and SCI300.
碩士 === 國立臺北科技大學 === 經營管理系碩士班 === 104 === This purpose is to investigate the correlation between ETF50 and SCI300, closing price and turnover. The period is between January, 2011to December, 2015.Unit root test、Cointegration test、Granger causality test and the VECM are use in this study . The results...
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| Format: | Others |
| Language: | zh-TW |
| Online Access: | http://ndltd.ncl.edu.tw/handle/82x9w8 |