The Maturity Effect and Volume Effect of the Future：the Application CARR Model
碩士 === 銘傳大學 === 財務金融學系碩士班 === 94 === The study examines the maturity effect and volume effect of the price volatility of the futures. The daily price range of S&P 500 index futures are applied in this study. The daily price range is further divided into the up-range and the down-range, and the s...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2006
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/ehg34u |