Combining Cointegration model and Correlation Coefficient to Pairs Trading - Evidence from Taiwan 100 and Electronics Industry in Taiwan
碩士 === 國立高雄應用科技大學 === 金融系金融資訊碩士班 === 105 === This paper combines cointegration model and correlation coefficient to pairs trading in Taiwan 100 and Electronics industry in Taiwan. We use the data from 2008 to 2016 as sample and analyze performance from 2015 to 2016, and then divide into three types...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2017
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| Online Access: | http://ndltd.ncl.edu.tw/handle/9gr9t9 |