成交量、未平倉量及波動率對期貨報酬率之關聯分析--縱橫平滑移轉迴歸模型之應用

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Title:	成交量、未平倉量及波動率對期貨報酬率之關聯分析--縱橫平滑移轉迴歸模型之應用
Authors:	李沃牆
Contributors:	淡江大學財務金融學系
Keywords:	未平倉量;波動率;縱橫平滑移轉迴歸模型;縱橫單根檢定;動態相關
Date:	2010-06
Issue Date:	2013-04-11 14:06:21 (UTC+8)
Publisher:	臺北市：中華民國期貨商業同業公會
Relation:	臺灣期貨與衍生性商品學刊 10，頁1-31
Appears in Collections:	[Graduate Institute & Department of Banking and Finance] Journal Article

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