Efficiency Tests of Important European, American, and Asian Markets of Stock Price Index Futures
碩士 === 朝陽科技大學 === 財務金融系碩士班 === 92 === 【Abstract】 A cointegration approach developed by Auton et al. (1997) was applied to test the efficiency and prediction unbiasedness of futures markets of S&P 500, Financial Times 100, Niekkei 225, MSCI Taiwan Index, Taiwan Stock Price Index, Hong Kong Hengs...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2004
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| Online Access: | http://ndltd.ncl.edu.tw/handle/92106136252471606884 |