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 ===
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/32419986253742560355 |