An Empirical Study on the Trading Durations of Taiwan Futures Markets
碩士 === 銘傳大學 === 經濟學系碩士班 === 95 === This paper applies the EACD(1,1) and EACD(2,2) models to describe the influence of the 2004 Taiwan presidential election on the trading durations of Taiwan futures market, including TX, MTX, TE and TF futures contracts. We establish two sub-samples to examine the c...
| 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/37p2s6 |