Price Indication from S&P 500 Index Futures to Its Underlying Index－Application of STVEC Model
碩士 === 銘傳大學 === 財務金融學系碩士在職專班 === 94 === Based on S&P 500 index, S&P 500 index futures that is traded in Chicago Mercantile Exchange (CME) is one of the most important future contracts in American stock market. In our research, S&P 500 index (SPX) and S&P 500 index futures (SPF) are u...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2006
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| Online Access: | http://ndltd.ncl.edu.tw/handle/z7jycx |