Analyzing the Linkage among Futures Prices of Food, Petroleum, and Gold
碩士 === 國立交通大學 === 管理學院經營管理學程 === 101 === ABSTRACT This study is to discuss the linkage among futures prices of food, petroleum and gold by time series data, including the unit root test, Granger causality test and vector auto regression (VAR) model, and it is set by daily settle price of wheat, corn...
| 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/63275579402240897907 |