The Dynamic Conditional Correlation and Lead-Lag Relationship between Nikkei 225 Market index and Index Futures ---- Empirical Evidence From High Frequency Data

碩士 === 中興大學 === 高階經理人碩士在職專班 === 95 ===

Bibliographic Details
Main Authors: Yi-Lin Cheng, 鄭義林
Other Authors: 楊聲勇
Format: Others
Language:zh-TW
Published: 2007
Online Access:http://ndltd.ncl.edu.tw/handle/32419986253742560355