A Study of lead-lag relationship of Finance Insurance Index,Finance Future and Finance ETF
碩士 === 雲林科技大學 === 財務金融系碩士班 === 96 === This paper uses Granger causality test, vector autoregression, impulse response function and forecast error variance decomposition to test lead-lag relationship and price discover among the finance insurance index, finance future and finance ETF. We use daily cl...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2008
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| Online Access: | http://ndltd.ncl.edu.tw/handle/29242690913969105612 |