The Impacts of E-Mini Dow Futures and Shanghai A Stock on Taiwan’s Index Futures—Applications of GARCH Models
碩士 === 國立高雄應用科技大學 === 國際企業系碩士在職專班 === 104 === The aim of this study is to investigate whether the US E-Mini Dow Futures and shanghai A stock have significant impacts on Taiwan’s index futures. Methods adopted by this study was the Unit Root Test to determine whether the variance is stationary and w...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2016
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| Online Access: | http://ndltd.ncl.edu.tw/handle/wv372p |