美國黃金期貨市場交易活動、價格波動性及訂價偏誤之實證研究

碩士 === 國立中正大學 === 財務金融研究所 === 101 === This thesis investigate the dynamic relationship between trading activities, return volatilities, and pricing errors for NYSE gold futures. We focus on the interaction between variables, with and without pricing errors in the models. The empirical findings con...

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Bibliographic Details
Main Authors: Weng, Sheng-Chih, 翁勝治
Other Authors: Lai, Jing-yi
Format: Others
Language:zh-TW
Published: 2012
Online Access:http://ndltd.ncl.edu.tw/handle/22066684443330107394