臺股指數期貨不偏性實證探討

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Title:	臺股指數期貨不偏性實證探討
Other Titles:	The Unbiasedness of the Taiwan Stock Index Futures
Authors:	聶建中;夏基陸
Contributors:	淡江大學財務金融學系
Keywords:	臺股指數期貨;套利;不偏性假設;持有成本;共整合;Taiwan stock index futures;Arbitrage;Unbiasednes;Cost-of-carry;Cointegration
Date:	2001-12
Issue Date:	2009-11-30 17:48:11 (UTC+8)
Publisher:	中國文化大學經濟學系
Relation:	華岡經濟論叢 1(1)，頁 65-95
Appears in Collections:	[Graduate Institute & Department of Banking and Finance] Journal Article

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