Relation of Pricing Errors and Trading Behaviors of Indexed-Futures with the Application of VAR
碩士 === 靜宜大學 === 財務與計算數學系 === 103 === This study uses the correlation analysis, Vector Autoregressive（VAR）and Granger causality to investigate the relations among volume, open interest, price volatility and pricing errors of Taiwan index futures markets. We focus on the interaction between variables,...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2015
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| Online Access: | http://ndltd.ncl.edu.tw/handle/60422560023192342160 |