A Multivariate GARCH-M Approach to Investigating Price Discovery Processes of Taiwan Stock Index, Taiwan Stock Index Futures and MSCI Taiwan Stock Index Futures
碩士 === 逢甲大學 === 經濟學所 === 91 === none
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2003
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/00497955856033404712 |