A Study on the Lead/Lag Relationship among Taiwan’s Exchange Traded Fund

碩士 === 國立雲林科技大學 === 財務金融系 === 104 === ETF for the passive management of goods, mainly to follow the movement of the Index may be, for this paper, the relevance and effectiveness of the transfer of information between the Taiwan stock market ETF, intended to be the basis of the portfolio, to identify...

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Bibliographic Details
Main Authors: YANG,YUN-CHUN, 楊昀純
Other Authors: YANG,CHIEN-WEI
Format: Others
Language:zh-TW
Published: 2016
Online Access:http://ndltd.ncl.edu.tw/handle/38738804344710141068