The Study on Granger Causality Test and VAR model of ETF prices– An empirical evidence of American and Asian stock markets
碩士 === 開南大學 === 財務金融系碩士班 === 95 === After TTT listed on the Taiwan Stock Exchange at 2003/06/30, we propose to find the lead-lag relationship among the different stock markets’ ETF prices as reference for the investors. We use 8 prices in American and Asian stock markets, during the period from 200...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2007
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| Online Access: | http://ndltd.ncl.edu.tw/handle/09226440577901496159 |