Comparison of price discovery abilities between oil future and oil ETF
碩士 === 國立交通大學 === 應用數學系所 === 97 === This study uses five minute intraday-day data and finds the cointegration relationship existed between Light, Sweet Crude Oil futures and United States Oil Fund. Vector error correction model was used to analyze two assets relationship between the long term equipm...
| Main Authors: | , |
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| Format: | Others |
| Language: | en_US |
| Online Access: | http://ndltd.ncl.edu.tw/handle/42188933116431596148 |