The Research of SIMEX and TAIMEX Stock Index Future Trading on Stock Market Volatility and News Asymmetry
碩士 === 輔仁大學 === 管理學研究所 === 87 === There are three stages to the analysis undertaken in this article. First, the question of whether futures trading has increased or decreased the level of volatility is analyzed by GARCH(1,1) with a dummy variable that takes on the value,0,prefutures and 1,postfuture...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
1999
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| Online Access: | http://ndltd.ncl.edu.tw/handle/23910843146406465885 |