Technical Trading Rule Performance, Genetic Algorithm, and Data Snooping: An Empirical Study of the Asian Stock Markets
碩士 === 國立雲林科技大學 === 財務金融系 === 90 === This study utilize White’s Reality Check bootstrap methodology (Sullivan, Timmermann, and White (1999)) to evaluate simple technical trading rules which quantifying the data-snooping bias and fully adjusting for its effect in the context of the two ful...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2002
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| Online Access: | http://ndltd.ncl.edu.tw/handle/49437852338181834999 |