A Study of the Relationship among Exchange Traded Fund (ETF), the Futures, the Options and Taiwan of the MSCI

碩士 === 大葉大學 === 管理學院碩士在職專班 === 100 === The purpose of this paper is to Study of the Relationship among Exchange Traded Fund (ETF), the Futures, the Options and Taiwan of the MSCI . This thesis uses error-correction models and Granger Causality Test cointegration test and error correction model to te...

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Bibliographic Details
Main Authors: Wei,JinJun, 魏金菊
Other Authors: Lai,WenKuei
Format: Others
Language:zh-TW
Published: 2012
Online Access:http://ndltd.ncl.edu.tw/handle/43655063031902649944