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...

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Bibliographic Details
Main Authors: Yang Chi Lun, 楊琪倫
Other Authors: Lee Tian-Shyug
Format: Others
Language:zh-TW
Published: 2002
Online Access:http://ndltd.ncl.edu.tw/handle/68300504521436928508