Price discovery of futures markets in Taiwan ARDL-ECM Approach
碩士 === 淡江大學 === 財務金融學系碩士班 === 93 === The goal of this research is to examine the lead-lag effect between futures and spot markets in Taiwan by employed newly developed econometrics method, ARDL-ECM approach. Such technique avoiding earlier ambiguous causality testing procedure provided more clearly...
| Main Authors: | , |
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| Format: | Others |
| Language: | en_US |
| Published: |
2005
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| Online Access: | http://ndltd.ncl.edu.tw/handle/34125009878592801831 |