Does index futures dominate index spot? : Evidence from Taiwan market
Year of publication: |
2002
|
---|---|
Authors: | Lin, Ching-chung ; Chen, Shen-yuan ; Hwang, Dar-yeh ; Lin, Chien-fu Jeff |
Published in: |
Review of Pacific Basin financial markets and policies. - Hackensack, NJ [u.a.] : World Scientific, ISSN 0219-0915, ZDB-ID 1465471-4. - Vol. 5.2002, 2, p. 255-275
|
Subject: | EGARCH | Index-Futures | Index futures | Börsenkurs | Share price | Volatilität | Volatility | Kausalanalyse | Causality analysis | ARCH-Modell | ARCH model | Taiwan |
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