Volatility Forecast of Mini Taiwan Stock Index Future-Applications of Grey Theory and Neural Network

碩士 === 大葉大學 === 事業經營研究所 === 91 === Abstract The Taiwan Futures Exchange launched its mini Taiwan stock index futures (MTX) on April 9, 2001 and made Taiwan’s financial market much more diversified. Although the MTX was launched later than other index futures, it is also the most popular o...

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Bibliographic Details
Main Author: 王建富
Other Authors: 林志忠
Format: Others
Language:zh-TW
Published: 2003
Online Access:http://ndltd.ncl.edu.tw/handle/45426320803526550426