Modeling Futures Prices by Wavelet Methodology
碩士 === 國立高雄第一科技大學 === 財務管理研究所 === 100 === The thesis studies that modeling futures prices by wavelet methodology. In this paper, we use the Taiwan Stock Exchange Capitalization Weighted Stock Index (TAIEX) futures contracts provided by Taiwan Futures Exchange (TAIFEX). We use the TX futures intra-da...
| Main Authors: | , |
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| Format: | Others |
| Language: | en_US |
| Published: |
2012
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| Online Access: | http://ndltd.ncl.edu.tw/handle/24434509718322874637 |