The effect of trading system on volatility of FTSE100 stock index and stock index futures markets:bivariate ARJI-GARCH model
碩士 === 國立中正大學 === 財務金融所 === 95 === none
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2007
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| Online Access: | http://ndltd.ncl.edu.tw/handle/54145139586025217384 |