頁籤選單縮合
題名 | 專業外資(QFII)買賣超與我國股市、期貨市場的關聯性研究=The Study to the Interrelation between Qualified Foreign Institutional Investors' (QFII) Net Buying Amount and the Indices of Taiwan Spot Stock Market and Futures Stock Market |
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作者 | 薛舜仁; Hsueh, Shun-jen; |
期刊 | 正修學報 |
出版日期 | 20041200 |
卷期 | 17 2004.12[民93.12] |
頁次 | 頁189-208 |
分類號 | 563.54 |
語文 | chi |
關鍵詞 | 專業外資; 領先落後關聯性; 二階段共整合檢定; QFII; Granger causality test; Qualified foreign institutional investor; The two-stage cointegration method; |