Research on correlation between listed stock prices and ADR prices with Haar Wavelet application
碩士 === 銘傳大學 === 財務金融學系碩士在職專班 === 94 === Abstract By adopting Haar Wavelet Model, this research transforms underlying stock and ADR prices into several different scales and investigates their stationarity and long-term relationship by using Johansen Cointegration Test. Besides, based on Granger Caus...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2006
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| Online Access: | http://ndltd.ncl.edu.tw/handle/ry64hp |