The Effect of Taiwan Stock Index Weekly Option Listing on The Taiwan Stock Index Futures and Taiwan Index
碩士 === 國立雲林科技大學 === 財務金融系 === 102 === This study is to research impact upon the return, the fluctuating range of high and low price and the volum for Taiwan stock index futures and Taiwan index when Taiwan stock index weekly options was listed. And the study is based on GARCH Model. To compare the c...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2014
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| Online Access: | http://ndltd.ncl.edu.tw/handle/55683507596047825478 |