The Empirical Study of Relationships between Taiwan 50 Index and Taiwan 50 ETF
碩士 === 國立高雄科技大學 === 金融資訊系 === 107 === The major purpose of this study is to research the connection among Taiwan 50 Index, the net value of Taiwan 50 ETF and the market price of Taiwan 50 ETF. By using unit root test, cointegration test, vector error correction model, causality test and vector autor...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2019
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| Online Access: | http://ndltd.ncl.edu.tw/handle/up23f4 |