An investigation of the relationship between TAIMEX futures and spot
碩士 === 國立中興大學 === 企業管理學系 === 87 === The hypothesis that time series of futures prices are memoryless is investigated for the time series of transactions prices of the TAIMEX futures contracts during July 21,1998 and March 31,1999, The stationarity of daily data sets of the TAIMEX futures prices is...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Online Access: | http://ndltd.ncl.edu.tw/handle/32320903846735086476 |