The Return-Volume relationship in Taiwan stock Index Future
碩士 === 國立雲林科技大學 === 財務金融系碩士班 === 92 === This paper uses bivariate EGARCH-M model to discuss Taiwan stock index futures（TAIFEX）daily Return-Volume relationship and uses Granger Causality test to examine the lead/lag relationship between return and volume. The results are as follows：(1)return,volume ,...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2004
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| Online Access: | http://ndltd.ncl.edu.tw/handle/46296373677015709243 |