A Multivariate GARCH-M Approach to Investigating Price Discovery Processes of Taiwan Stock Index, Taiwan Stock Index Futures and MSCI Taiwan Stock Index Futures

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

Bibliographic Details
Main Authors: Chun-Shen Lee, 李俊杉
Other Authors: Wen-Shwo Fang
Format: Others
Language:zh-TW
Published: 2003
Online Access:http://ndltd.ncl.edu.tw/handle/00497955856033404712
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spelling ndltd-TW-091FCU053890092015-10-13T17:01:20Z http://ndltd.ncl.edu.tw/handle/00497955856033404712 A Multivariate GARCH-M Approach to Investigating Price Discovery Processes of Taiwan Stock Index, Taiwan Stock Index Futures and MSCI Taiwan Stock Index Futures 現貨、台指期貨與摩根台指期貨多變量GARCH-M模型價格發現過程探討 Chun-Shen Lee 李俊杉 碩士 逢甲大學 經濟學所 91 none Wen-Shwo Fang 方文碩 2003 學位論文 ; thesis 36 zh-TW
collection NDLTD
language zh-TW
format Others
sources NDLTD
description 碩士 === 逢甲大學 === 經濟學所 === 91 === none
author2 Wen-Shwo Fang
author_facet Wen-Shwo Fang
Chun-Shen Lee
李俊杉
author Chun-Shen Lee
李俊杉
spellingShingle Chun-Shen Lee
李俊杉
A Multivariate GARCH-M Approach to Investigating Price Discovery Processes of Taiwan Stock Index, Taiwan Stock Index Futures and MSCI Taiwan Stock Index Futures
author_sort Chun-Shen Lee
title A Multivariate GARCH-M Approach to Investigating Price Discovery Processes of Taiwan Stock Index, Taiwan Stock Index Futures and MSCI Taiwan Stock Index Futures
title_short A Multivariate GARCH-M Approach to Investigating Price Discovery Processes of Taiwan Stock Index, Taiwan Stock Index Futures and MSCI Taiwan Stock Index Futures
title_full A Multivariate GARCH-M Approach to Investigating Price Discovery Processes of Taiwan Stock Index, Taiwan Stock Index Futures and MSCI Taiwan Stock Index Futures
title_fullStr A Multivariate GARCH-M Approach to Investigating Price Discovery Processes of Taiwan Stock Index, Taiwan Stock Index Futures and MSCI Taiwan Stock Index Futures
title_full_unstemmed A Multivariate GARCH-M Approach to Investigating Price Discovery Processes of Taiwan Stock Index, Taiwan Stock Index Futures and MSCI Taiwan Stock Index Futures
title_sort multivariate garch-m approach to investigating price discovery processes of taiwan stock index, taiwan stock index futures and msci taiwan stock index futures
publishDate 2003
url http://ndltd.ncl.edu.tw/handle/00497955856033404712
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