Use high-frequency data measuring the relationship between returns and volatility with Taiwan futures market data

Use high-frequency data measuring the relationship between returns and volatility with Taiwan futures market data

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碩士 === 國立政治大學 === 金融研究所 === 98

Bibliographic Details
Main Author: 趙明威
Other Authors: 廖四郎
Format: Others
Language:zh-TW
Published: 2010
Online Access:http://ndltd.ncl.edu.tw/handle/87332711777161277451
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spelling ndltd-TW-098NCCU52140062016-04-25T04:29:10Z http://ndltd.ncl.edu.tw/handle/87332711777161277451 Use high-frequency data measuring the relationship between returns and volatility with Taiwan futures market data 以高頻率日內資料驗證報酬率與波動度之因果關係-以台灣期貨市場為證 趙明威 碩士 國立政治大學 金融研究所 98 廖四郎 2010 學位論文 ; thesis 67 zh-TW
collection NDLTD
language zh-TW
format Others
sources NDLTD
description 碩士 === 國立政治大學 === 金融研究所 === 98
author2 廖四郎
author_facet 廖四郎
趙明威
author 趙明威
spellingShingle 趙明威
Use high-frequency data measuring the relationship between returns and volatility with Taiwan futures market data
author_sort 趙明威
title Use high-frequency data measuring the relationship between returns and volatility with Taiwan futures market data
title_short Use high-frequency data measuring the relationship between returns and volatility with Taiwan futures market data
title_full Use high-frequency data measuring the relationship between returns and volatility with Taiwan futures market data
title_fullStr Use high-frequency data measuring the relationship between returns and volatility with Taiwan futures market data
title_full_unstemmed Use high-frequency data measuring the relationship between returns and volatility with Taiwan futures market data
title_sort use high-frequency data measuring the relationship between returns and volatility with taiwan futures market data
publishDate 2010
url http://ndltd.ncl.edu.tw/handle/87332711777161277451
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