Price Dynamics in Econophysics - Correlation Analysis between TAIEX Index and Its Futures
碩士 === 國立高雄師範大學 === 物理學系 === 102 === Abstract We study the cross correlation between time series of Taiwan Stock market Index (TAIEX) and Futures (TAIFEX) by using tools developed by statistical physics. Limited by the specification of the Taiwan Stock market Index settlement, we study the datab...
| Main Author: | |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2014
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/q6z45c |