A study the Expiration-Day Effect of Taiwan Index Futures when Settlement Rule Changes: Use The GARCH Model
碩士 === 國立高雄第一科技大學 === 風險管理與保險研究所 === 99 === This paper studies the effect of expiration day of Taiwan Stock Index Futures (TX), the pre-period and the post-period of settlement rule changes at 2008.11.21. In particular, The earlier studies mostly examined significant differences in the statistical p...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2011
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| Online Access: | http://ndltd.ncl.edu.tw/handle/86002461028121106767 |