The Empirical Relationship between Taiwan Stock Index and Futures Markets and The Hedge Ratio Using Wavelet Analysis
碩士 === 淡江大學 === 財務金融學系碩士班 === 95 === Wavelet analysis is a common signal process tool in many scientific fields. However, wavelet analysis is a new development in the area of economics and finance.The thesis presents applying wavelet analysis in time series.And the thesis examines the relationship b...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2007
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| Online Access: | http://ndltd.ncl.edu.tw/handle/43273892326208862143 |