The Study on Granger Causality Test and VAR Model of Exchange Traded Funds Prices in Taiwan
碩士 === 國立高雄第一科技大學 === 金融研究所 === 103 === This study focused on five exchange traded funds (ETFs) on the Taiwanese stock market (i.e., Taiwan Top50 Tracker Fund, Taiwan Mid-Cap 100 Tracker Fund, Yuanta/P-shares Taiwan Electronics Tech, Yuanta/P-shares MSCI Taiwan Financials, and Yuanta/P-Shares Taiwan...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2015
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| Online Access: | http://ndltd.ncl.edu.tw/handle/64912203903704533346 |