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    Please use this identifier to cite or link to this item: http://nccur.lib.nccu.edu.tw/handle/140.119/4150

    Title: 新加坡台股指數期貨盤後交易訊息外溢效果之研究
    Other Titles: The Information Content of After-Hours Trading --- Evidence from SIMEX MSCI Taiwan Stock Index Futures
    Authors: 張元晨
    Keywords: 期貨市場;外溢效果;一般化自迴歸異質變異數;新加坡台股指數
    Futures market;Spillover effect;GARCH;SIMEX
    Date: 2001
    Issue Date: 2007-04-18 16:41:54 (UTC+8)
    Publisher: 臺北市:國立政治大學財務管理學系
    Description: 核定金額:607100元
    Data Type: report
    Appears in Collections:[財務管理學系] 國科會研究計畫

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