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...
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 |
Similar Items
-
台灣股票市場與美國公債和黃金現貨及期貨價格相關性分析
by: Yeh, Chia-Jung, et al.
Published: (2013) -
黃金現貨價格波動對於美國S&P 500 股價指數之波動的影響分析
by: WANG,KUANG,HUI, et al.
Published: (2016) -
遠期溢酬偏誤─理論與實證
by: 何祖平 -
遠期溢酬偏誤─理論與實證
by: 何祖平
Published: (2002) -
期貨的當沖交易者是否為資訊交易者-臺灣期貨市場實證分析
by: 張家齊, et al.