The Relationship of Price and Volume between Taiwan 50 Index Warrant and Benchmark Index─Application of BEKK Model
碩士 === 國立高雄第一科技大學 === 金融營運所 === 94 === Abstract This paper explores dynamic correlation between Taiwan 50 Index Warrant and Benchmark Index. In the study, daily returns and volumes of Taiwan 50 call warrants and Taiwan 50 Index are collected. Date range is from July 14th 2004 to March 7th 2006. Ther...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Online Access: | http://ndltd.ncl.edu.tw/handle/06095101062586838226 |