The Study of Relationship of Stock Index Futures, Stock Index and Trading Volume－The Application of Markov Error-Correction（MEC）Model
碩士 === 銘傳大學 === 財務金融學系碩士班 === 93 === This thesis discusses the long-run equilibrium and short term dynamics of stock index, stock index futures and trading volume. Most past researches preferred using traditional linear models; however, there may exist a nonlinear behavior for which deviations from...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2005
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| Online Access: | http://ndltd.ncl.edu.tw/handle/73ahca |