Measuring the Effect of Index Futures Introduction on its Spot Market with Different Volatility Models
碩士 === 中原大學 === 國際貿易研究所 === 94 === This paper explores the effects that the index futures introduced to its coincident spot market in volatility structure. In past relative literature, most papers usually focus on the volatility changes for the whole stock index futures to its spot market. As to the...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2006
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| Online Access: | http://ndltd.ncl.edu.tw/handle/68370051902733361757 |