Multiscale hedge ratio between the Taiwan stock and future markets: Evidence from wavelet analysis
碩士 === 銘傳大學 === 財務金融學系碩士班 === 96 === The purpose of this paper is to investigate effectiveness in TAIEX spot market by applying TAIFEX. In contrast to methods employed in previous studies, wavelet analysis allows us to decompose data into various time scales. Using this technique, we found that the...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2008
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/n326ug |