Investment Performance of Index Futuresin Bull and Bear Periods

碩士 === 東吳大學 === 經濟學系 === 106 === The empirical purpose of this paper is to apply the LSM model and the moving average method estimation method and investment transaction analysis of Vince (2009 and 2011) to the index futures of each country. We use five countries and regions to use the index futures...

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Bibliographic Details
Main Authors: TSANG, SHUN-HIN, 曾淳軒
Other Authors: 郭嘉祥
Format: Others
Language:zh-TW
Published: 2018
Online Access:http://ndltd.ncl.edu.tw/handle/t3xzux