A Study of the Relationship between Taiwan 50 Index , Index Futures and ETF
碩士 === 實踐大學 === 企業管理研究所 === 92 === The purpose of this study is discovering the relationship between Taiwan 50 index, index futures and ETF. The major models in this study are Vector Autoregression Model, Impulse Response Analysis, Forecast Error Variance Decomposition.The study results suggest that...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2004
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| Online Access: | http://ndltd.ncl.edu.tw/handle/04884021309498773391 |