Forecasting the Opening Index Futures Prices Using Networks: Evidence from the TAIFEX TAIEX Index Futures Contracts
碩士 === 輔仁大學 === 管理學研究所 === 90 === This study investigates the influence of SGX-DT MSCI Taiwan index futures prices during the non- trading period (NPT) of TAIFEX TAIEX Taiwan index futures, previous day’s Dow Jones and Nasdaq’s closing index, and the same day’s Nikkei 225 opening index futures to th...
Main Authors: | , |
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Other Authors: | |
Format: | Others |
Language: | zh-TW |
Published: |
2002
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Online Access: | http://ndltd.ncl.edu.tw/handle/68300504521436928508 |