THE INVESTIGATION ABOUT HOUR EFFECTS OF ARBITRAGE BEHAVIOR BETWEEN INDEX FUTURES AND INDEX OPTIONS IN TAIWAN
碩士 === 南華大學 === 財務金融學系財務管理碩士班 === 100 === The paper wants to study the arbitrage behavior for TAIEX index futures and TAIEX options in Taiwan derivatives market. We used the second data from January, 2010 to December, 2010 to analyze the intraday arbitrage behavior and the daily arbitrage behavior...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2012
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| Online Access: | http://ndltd.ncl.edu.tw/handle/83517109451565952570 |