Analysis of the Impact on Taiwan Index Futures Price from the Institutional Investors\' Holdings of Stocks, Futures and Options:Construction of Taiwan Futures Market Trading Strategies

碩士 === 國立臺灣科技大學 === 財務金融研究所 === 107 === As the financial markets become increasingly diversified, they are inevitably affected by many factors. Changes in the fundamental, technical, chip and news/ policy factors are likely to cause market volatility. This study focuses on the dynamic correlation be...

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Bibliographic Details
Main Authors: Chung-Kang Wu, 吳仲康
Other Authors: Wei-Chung Miao
Format: Others
Language:zh-TW
Published: 2019
Online Access:http://ndltd.ncl.edu.tw/handle/78n57q