The investigation of intraday relationship between MSCI index futures and spot prices
碩士 === 國立臺灣大學 === 財務金融學系 === 85 === This study uses every 5 minutes intraday data on the prices of MSCI Taiwan index futures contracts and the MSCI Taiwan index. The sample period is 1997/3/1 to 5/14. Two least-squares regressions are used in this study....
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
1997
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| Online Access: | http://ndltd.ncl.edu.tw/handle/49194448625435409681 |