The Study of Relationships among Taiwan Stock Index,Taiwan Stock Index Futures,MSCI Taiwan Index and MSCI Taiwan Index Futures

碩士 === 國立高雄應用科技大學 === 金融系金融資訊碩士在職專班 === 105 === This study explores the correlation between Taiwan Stock Index,Taiwan Stock Index Futures,MSCI Taiwan Index and MSCI Taiwan Index Futures. Among them, the non-constant measurement method, using Cointegration test as evidence, view the variable between...

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Bibliographic Details
Main Authors: WAN, LU-CHIEN, 萬露茜 
Other Authors: CHENG, YEN-SHIN
Format: Others
Language:zh-TW
Published: 2017
Online Access:http://ndltd.ncl.edu.tw/handle/39748739589942336693