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...
Main Authors: | , |
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Other Authors: | |
Format: | Others |
Language: | zh-TW |
Published: |
2012
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Online Access: | http://ndltd.ncl.edu.tw/handle/43655063031902649944 |